+239.1%
KDP vs IRM
+524.5%
-285.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.9% | -9.3% | -7.7% |
| 7D | -4.0% | +8.6% | -12.6% | -5.2% |
| 30D | +8.5% | 0.0% | +8.5% | +8.2% |
| 3M | +20.7% | -7.1% | +27.8% | +21.7% |
| 6M | +23.2% | -7.9% | +31.1% | +24.1% |
| YTD | +30.5% | +41.3% | -10.8% | +21.7% |
| 1Y | +35.9% | +20.7% | +15.1% | +30.1% |
| 3Y | +24.8% | +112.2% | -87.3% | +4.4% |
| 5Y | +13.4% | +191.2% | -177.8% | -12.3% |
| All | +239.1% | +524.5% | -285.4% | +114.6% |
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