+17.0%
KDP vs IRM
+168.2%
-151.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +2.2% | -8.6% | +10.8% | +3.1% |
| 30D | +19.9% | -8.0% | +27.9% | +20.9% |
| 3M | +21.5% | -12.0% | +33.5% | +23.0% |
| 6M | +30.1% | -18.2% | +48.3% | +32.7% |
| YTD | +34.9% | +31.4% | +3.6% | +29.0% |
| 1Y | +43.4% | +9.2% | +34.2% | +40.3% |
| 3Y | +29.1% | +94.6% | -65.5% | +10.2% |
| All | +17.0% | +168.2% | -151.2% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling