+1,116.0%
KDP vs IJH
+475.8%
+640.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +2.1% | +1.0% | +1.1% | +1.6% |
| 30D | +8.5% | -3.1% | +11.6% | +10.0% |
| 3M | +6.6% | +1.9% | +4.7% | +5.5% |
| 6M | +17.1% | +11.0% | +6.1% | +11.2% |
| YTD | +19.0% | +14.7% | +4.3% | +11.1% |
| 1Y | +21.8% | +15.6% | +6.2% | +13.1% |
| 3Y | +6.4% | +52.5% | -46.1% | -15.0% |
| 5Y | +5.1% | +49.1% | -43.9% | -16.6% |
| 10Y | +175.8% | +177.7% | -1.8% | +51.2% |
| All | +1,116.0% | +475.8% | +640.2% | +290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling