+266.4%
KDP vs IWF
+392.3%
-125.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.1% |
| 7D | +4.0% | -1.1% | +5.1% | +4.2% |
| 30D | +16.8% | -8.3% | +25.1% | +19.5% |
| 3M | +32.0% | -5.6% | +37.6% | +33.8% |
| 6M | +35.2% | -5.4% | +40.6% | +36.5% |
| YTD | +40.9% | -1.2% | +42.1% | +40.1% |
| 1Y | +47.7% | -2.7% | +50.3% | +47.4% |
| 3Y | +34.8% | +67.8% | -33.0% | +7.9% |
| 5Y | +22.6% | +60.1% | -37.5% | -1.3% |
| 10Y | +266.4% | +392.2% | -125.7% | +59.0% |
| All | +266.4% | +392.3% | -125.8% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling