+47.7%
KDP vs IRE
-97.4%
+145.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.1% | -10.4% | +2.0% |
| 7D | +4.0% | -15.1% | +19.1% | +4.0% |
| 30D | +16.8% | -71.4% | +88.2% | +15.4% |
| 3M | +32.0% | -81.2% | +113.2% | +30.1% |
| 6M | +35.2% | -93.7% | +128.9% | +33.2% |
| YTD | +40.9% | -92.2% | +133.1% | +38.8% |
| 1Y | +47.7% | -97.3% | +144.9% | +45.6% |
| All | +47.7% | -97.4% | +145.1% | +45.6% |
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