+6.6%
KDP vs IEF
+10.0%
-3.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +6.0% | -0.8% | +6.8% | +6.3% |
| 3M | +9.2% | -1.0% | +10.2% | +9.7% |
| 6M | +14.7% | -2.8% | +17.5% | +16.0% |
| YTD | +19.2% | -1.5% | +20.7% | +20.0% |
| 1Y | +15.2% | -0.4% | +15.6% | +15.6% |
| All | +6.6% | +10.0% | -3.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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