+32.5%
KDP vs IWF
+66.6%
-34.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.7% |
| 7D | +8.2% | -2.9% | +11.1% | +8.1% |
| 30D | +18.4% | -10.9% | +29.2% | +18.1% |
| 3M | +29.2% | -8.1% | +37.3% | +29.0% |
| 6M | +32.3% | -7.5% | +39.8% | +32.1% |
| YTD | +38.5% | -3.4% | +41.9% | +38.0% |
| 1Y | +48.5% | -5.0% | +53.5% | +48.1% |
| 3Y | +32.5% | +64.0% | -31.6% | +20.1% |
| All | +32.5% | +66.6% | -34.1% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling