+1,267.4%
KDP vs IEF
+61.1%
+1,206.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.5% |
| 7D | -0.8% | -2.0% | +1.2% | -1.5% |
| 30D | +9.7% | +0.7% | +9.0% | +10.0% |
| 3M | +17.6% | -2.5% | +20.1% | +16.4% |
| 6M | +25.8% | -2.6% | +28.3% | +24.4% |
| YTD | +33.9% | -3.2% | +37.1% | +32.1% |
| 1Y | +38.9% | -3.0% | +41.9% | +37.1% |
| 3Y | +26.8% | +10.5% | +16.3% | +32.8% |
| 5Y | +16.3% | -8.2% | +24.5% | +8.2% |
| 10Y | +248.1% | +6.7% | +241.4% | +260.5% |
| All | +1,267.4% | +61.1% | +1,206.3% | +2,156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling