+1,117.5%
KDP vs IEF
+63.9%
+1,053.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +1.3% | -0.3% | +1.6% | +1.2% |
| 30D | +6.0% | -0.8% | +6.8% | +5.7% |
| 3M | +9.2% | -1.0% | +10.2% | +8.8% |
| 6M | +14.7% | -2.8% | +17.5% | +13.4% |
| YTD | +19.2% | -1.5% | +20.7% | +18.5% |
| 1Y | +15.2% | -0.4% | +15.6% | +15.0% |
| 3Y | +6.0% | +9.7% | -3.7% | +10.3% |
| 5Y | +5.4% | -8.3% | +13.7% | -2.6% |
| 10Y | +171.9% | +4.6% | +167.3% | +175.9% |
| All | +1,117.5% | +63.9% | +1,053.5% | +1,924.1% |
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