+43.5%
KDP vs IRE
-97.6%
+141.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -23.2% | +29.1% | +5.5% |
| 7D | +5.3% | -46.8% | +52.2% | +4.6% |
| 30D | +19.1% | -75.5% | +94.6% | +17.6% |
| 3M | +19.2% | -79.4% | +98.6% | +17.6% |
| 6M | +29.3% | -91.3% | +120.5% | +27.9% |
| YTD | +35.5% | -90.8% | +126.4% | +33.3% |
| 1Y | +43.5% | -97.7% | +141.2% | +43.0% |
| All | +43.5% | -97.6% | +141.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling