+1,278.3%
KDP vs IRM
+858.2%
+420.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +2.2% | -8.6% | +10.8% | +4.1% |
| 30D | +19.9% | -8.0% | +27.9% | +21.9% |
| 3M | +21.5% | -12.0% | +33.5% | +24.5% |
| 6M | +30.1% | -18.2% | +48.3% | +35.1% |
| YTD | +34.9% | +31.4% | +3.6% | +24.5% |
| 1Y | +43.4% | +9.2% | +34.2% | +37.9% |
| 3Y | +29.1% | +94.6% | -65.5% | +4.1% |
| 5Y | +15.0% | +170.2% | -155.2% | -16.7% |
| 10Y | +234.1% | +464.3% | -230.2% | +87.1% |
| All | +1,278.3% | +858.2% | +420.1% | +487.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling