+5.0%
KDP vs IJR
+39.2%
-34.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.1% |
| 7D | -1.6% | -1.1% | -0.4% | -1.3% |
| 30D | +9.5% | -3.6% | +13.1% | +10.6% |
| 3M | +2.6% | +2.3% | +0.3% | +2.0% |
| 6M | +15.6% | +14.3% | +1.3% | +11.4% |
| YTD | +17.3% | +19.3% | -2.0% | +11.6% |
| 1Y | +20.1% | +22.6% | -2.5% | +13.3% |
| 3Y | +4.9% | +53.5% | -48.6% | -9.4% |
| All | +5.0% | +39.2% | -34.2% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling