+43.5%
KDP vs IRM
+19.5%
+24.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +5.9% |
| 7D | +5.3% | +2.6% | +2.7% | +5.3% |
| 30D | +19.1% | +5.6% | +13.5% | +18.9% |
| 3M | +19.2% | -4.7% | +23.9% | +19.4% |
| 6M | +29.3% | -6.1% | +35.4% | +29.5% |
| YTD | +35.5% | +46.3% | -10.8% | +34.2% |
| 1Y | +43.5% | +18.7% | +24.8% | +41.4% |
| All | +43.5% | +19.5% | +24.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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