+30.7%
IEMG vs KDP
+18.4%
+12.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.0% |
| 7D | -0.9% | -4.3% | +3.5% | -0.8% |
| 30D | +2.1% | +7.8% | -5.7% | +1.9% |
| 3M | +4.6% | -0.1% | +4.6% | +4.4% |
| 6M | +14.0% | +14.0% | 0.0% | +12.0% |
| YTD | +22.3% | +15.1% | +7.3% | +20.5% |
| 1Y | +30.7% | +18.5% | +12.2% | +27.4% |
| All | +30.7% | +18.4% | +12.3% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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