+1,117.5%
KDP vs IWF
+925.8%
+191.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +0.5% | +0.7% | +1.0% |
| 30D | +6.0% | -0.4% | +6.4% | +6.1% |
| 3M | +9.2% | -2.6% | +11.8% | +10.0% |
| 6M | +14.7% | +9.1% | +5.5% | +9.2% |
| YTD | +19.2% | +4.5% | +14.7% | +15.7% |
| 1Y | +15.2% | +10.1% | +5.1% | +8.7% |
| 3Y | +6.0% | +77.6% | -71.7% | -24.1% |
| 5Y | +5.4% | +73.7% | -68.3% | -25.5% |
| 10Y | +171.9% | +411.5% | -239.7% | -5.5% |
| All | +1,117.5% | +925.8% | +191.7% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling