+37.8%
KDP vs IRE
-97.3%
+135.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | +0.3% | -15.5% | +15.8% | +0.4% |
| 30D | +16.3% | -70.4% | +86.7% | +15.2% |
| 3M | +24.0% | -81.6% | +105.6% | +22.5% |
| 6M | +30.0% | -94.7% | +124.7% | +28.8% |
| YTD | +36.1% | -91.8% | +127.8% | +34.0% |
| 1Y | +46.8% | -97.6% | +144.4% | +46.5% |
| All | +37.8% | -97.3% | +135.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling