+35.2%
KDP vs IWF
-4.8%
+40.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +2.3% |
| 7D | +4.0% | -1.1% | +5.1% | +3.6% |
| 30D | +16.8% | -8.3% | +25.1% | +14.3% |
| 3M | +32.0% | -5.6% | +37.6% | +30.2% |
| 6M | +35.2% | -5.4% | +40.6% | +34.0% |
| All | +35.2% | -4.8% | +40.0% | +34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling