+68.5%
IEMG vs KDP
+28.1%
+40.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.5% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | -5.7% | +9.7% | -15.4% | -6.1% |
| 3M | -8.8% | +17.6% | -26.4% | -9.6% |
| 6M | -8.9% | +25.8% | -34.7% | -10.6% |
| YTD | +11.2% | +33.9% | -22.7% | +8.4% |
| 1Y | +12.2% | +38.9% | -26.7% | +9.0% |
| 3Y | +68.5% | +26.8% | +41.7% | +63.0% |
| All | +68.5% | +28.1% | +40.4% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling