+169.5%
KDP vs IJH
+184.0%
-14.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -3.7% | -1.9% | -1.8% | -3.0% |
| 30D | +6.2% | -4.6% | +10.8% | +8.1% |
| 3M | +1.2% | -1.2% | +2.4% | +1.6% |
| 6M | +15.3% | +9.4% | +5.9% | +11.1% |
| YTD | +14.8% | +13.3% | +1.5% | +9.0% |
| 1Y | +17.6% | +13.4% | +4.2% | +11.5% |
| 3Y | +2.1% | +50.4% | -48.3% | -15.1% |
| 5Y | +2.7% | +49.0% | -46.2% | -15.3% |
| All | +169.5% | +184.0% | -14.5% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling