+16.2%
KDP vs IJR
+26.5%
-10.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | +2.2% | -3.0% | -1.4% |
| 30D | +9.7% | +3.8% | +5.9% | +8.6% |
| 3M | +17.6% | -5.7% | +23.4% | +19.5% |
| 6M | +25.8% | +4.6% | +21.1% | +24.2% |
| YTD | +33.9% | +18.0% | +15.9% | +27.8% |
| 1Y | +38.9% | +21.8% | +17.1% | +31.3% |
| 3Y | +26.8% | +61.1% | -34.3% | +7.6% |
| All | +16.2% | +26.5% | -10.3% | +9.4% |
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