+21.9%
KDP vs IWF
+9.1%
+12.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | +2.1% | +1.5% | +0.6% | +2.3% |
| 30D | +8.5% | -1.3% | +9.7% | +8.3% |
| 3M | +6.6% | +0.1% | +6.5% | +6.8% |
| 6M | +17.1% | +10.3% | +6.8% | +17.7% |
| YTD | +19.0% | +4.2% | +14.9% | +18.7% |
| All | +21.9% | +9.1% | +12.8% | +27.0% |
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 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