+15.2%
KDP vs IWF
+10.9%
+4.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +0.5% | +0.7% | +1.3% |
| 30D | +6.0% | -0.4% | +6.4% | +6.0% |
| 3M | +9.2% | -2.6% | +11.8% | +9.2% |
| 6M | +14.7% | +9.1% | +5.5% | +15.2% |
| YTD | +19.2% | +4.5% | +14.7% | +18.8% |
| 1Y | +15.2% | +10.1% | +5.1% | +20.6% |
| All | +15.2% | +10.9% | +4.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling