+1,117.5%
KDP vs IRM
+943.1%
+174.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | +1.3% | -0.5% | +1.7% | +1.4% |
| 30D | +6.0% | -8.1% | +14.1% | +8.0% |
| 3M | +9.2% | -9.7% | +18.9% | +11.4% |
| 6M | +14.7% | +10.0% | +4.7% | +11.3% |
| YTD | +19.2% | +43.0% | -23.8% | +8.2% |
| 1Y | +15.2% | +32.7% | -17.5% | +5.9% |
| 3Y | +6.0% | +102.7% | -96.8% | -14.9% |
| 5Y | +5.4% | +187.6% | -182.1% | -24.4% |
| 10Y | +171.9% | +420.1% | -248.2% | +57.4% |
| All | +1,117.5% | +943.1% | +174.4% | +410.6% |
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 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