+6.8%
KDP vs IRM
+189.3%
-182.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | +1.3% | -0.5% | +1.7% | +1.3% |
| 30D | +6.0% | -8.1% | +14.1% | +7.0% |
| 3M | +9.2% | -9.7% | +18.9% | +10.3% |
| 6M | +14.7% | +10.0% | +4.7% | +12.8% |
| YTD | +19.2% | +43.0% | -23.8% | +13.1% |
| 1Y | +15.2% | +32.7% | -17.5% | +10.0% |
| 3Y | +6.0% | +102.7% | -96.8% | -9.1% |
| All | +6.8% | +189.3% | -182.5% | -13.3% |
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