+117.6%
IEMG vs KDP
+634.3%
-516.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | -5.7% | +9.7% | -15.4% | -7.7% |
| 3M | -8.8% | +17.6% | -26.4% | -12.2% |
| 6M | -8.9% | +25.8% | -34.7% | -14.0% |
| YTD | +11.2% | +33.9% | -22.7% | +3.1% |
| 1Y | +12.2% | +38.9% | -26.7% | +3.1% |
| 3Y | +68.5% | +26.8% | +41.7% | +56.0% |
| 5Y | +34.3% | +16.3% | +18.0% | +26.3% |
| 10Y | +131.1% | +248.1% | -117.0% | +59.2% |
| All | +117.6% | +634.3% | -516.7% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling