+256.4%
KDP vs IWF
+377.5%
-121.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.0% |
| 7D | +8.2% | -2.9% | +11.1% | +9.0% |
| 30D | +18.4% | -10.9% | +29.2% | +22.1% |
| 3M | +29.2% | -8.1% | +37.3% | +32.0% |
| 6M | +32.3% | -7.5% | +39.8% | +34.5% |
| YTD | +38.5% | -3.4% | +41.9% | +38.5% |
| 1Y | +48.5% | -5.0% | +53.5% | +49.3% |
| 3Y | +32.5% | +64.0% | -31.6% | +6.7% |
| 5Y | +19.7% | +56.8% | -37.1% | -3.1% |
| 10Y | +256.4% | +381.2% | -124.8% | +54.9% |
| All | +256.4% | +377.5% | -121.1% | +54.9% |
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