+35.2%
KDP vs IEF
-2.1%
+37.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.9% |
| 7D | +4.0% | -0.8% | +4.8% | +5.3% |
| 30D | +16.8% | +2.0% | +14.8% | +13.6% |
| 3M | +32.0% | -1.1% | +33.1% | +32.5% |
| 6M | +35.2% | -1.9% | +37.1% | +38.0% |
| All | +35.2% | -2.1% | +37.3% | +38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling