+239.3%
KDP vs IRM
+480.4%
-241.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | +0.2% |
| 7D | +0.3% | -3.8% | +4.1% | +0.8% |
| 30D | +16.3% | -3.2% | +19.5% | +16.7% |
| 3M | +24.0% | -7.8% | +31.8% | +25.2% |
| 6M | +30.0% | -12.7% | +42.7% | +32.1% |
| YTD | +36.1% | +36.7% | -0.6% | +27.6% |
| 1Y | +46.8% | +10.0% | +36.8% | +42.7% |
| 3Y | +30.5% | +107.2% | -76.8% | +9.4% |
| 5Y | +17.9% | +181.6% | -163.7% | -8.5% |
| 10Y | +239.3% | +481.1% | -241.9% | +112.8% |
| All | +239.3% | +480.4% | -241.2% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling