+247.9%
KDP vs IJR
+151.4%
+96.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | +2.2% | -3.0% | -1.5% |
| 30D | +9.7% | +3.8% | +5.9% | +8.4% |
| 3M | +17.6% | -5.7% | +23.4% | +19.9% |
| 6M | +25.8% | +4.6% | +21.1% | +23.9% |
| YTD | +33.9% | +18.0% | +15.9% | +26.6% |
| 1Y | +38.9% | +21.8% | +17.1% | +30.0% |
| 3Y | +26.8% | +61.1% | -34.3% | +5.9% |
| 5Y | +16.3% | +27.3% | -11.0% | +4.5% |
| All | +247.9% | +151.4% | +96.5% | +131.2% |
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