+4.4%
KDP vs IWF
+77.2%
-72.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +9.5% | -1.4% | +10.9% | +9.5% |
| 3M | +2.6% | +0.4% | +2.2% | +2.7% |
| 6M | +15.6% | +8.5% | +7.2% | +15.2% |
| YTD | +17.3% | +3.7% | +13.7% | +17.1% |
| 1Y | +20.1% | +8.5% | +11.6% | +19.5% |
| All | +4.4% | +77.2% | -72.8% | -5.3% |
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