+1,288.1%
KDP vs IWD
+397.9%
+890.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.7% |
| 7D | +4.5% | -0.9% | +5.4% | +5.1% |
| 30D | +18.5% | +2.6% | +15.9% | +16.9% |
| 3M | +20.8% | +1.2% | +19.6% | +20.1% |
| 6M | +29.4% | +12.1% | +17.3% | +21.6% |
| YTD | +35.9% | +24.1% | +11.8% | +20.6% |
| 1Y | +42.5% | +28.5% | +14.0% | +24.1% |
| 3Y | +29.4% | +79.5% | -50.1% | -6.9% |
| 5Y | +15.8% | +70.3% | -54.5% | -14.8% |
| 10Y | +236.5% | +212.5% | +23.9% | +71.2% |
| All | +1,288.1% | +397.9% | +890.2% | +409.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling