+169.5%
KDP vs IJR
+172.1%
-2.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -3.7% | -2.2% | -1.5% | -3.0% |
| 30D | +6.2% | -4.6% | +10.8% | +7.8% |
| 3M | +1.2% | +0.2% | +1.0% | +1.2% |
| 6M | +15.3% | +14.7% | +0.6% | +10.3% |
| YTD | +14.8% | +18.9% | -4.1% | +8.4% |
| 1Y | +17.6% | +19.9% | -2.3% | +10.6% |
| 3Y | +2.1% | +53.0% | -50.9% | -12.9% |
| 5Y | +2.7% | +40.9% | -38.1% | -10.9% |
| All | +169.5% | +172.1% | -2.6% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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