+179.8%
KDP vs IYR
+65.1%
+114.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.2% |
| 30D | +9.5% | -2.4% | +11.8% | +10.7% |
| 3M | +2.6% | -2.0% | +4.6% | +3.6% |
| 6M | +15.6% | +2.5% | +13.1% | +14.5% |
| YTD | +17.3% | +8.3% | +9.0% | +13.4% |
| 1Y | +20.1% | +6.5% | +13.6% | +17.0% |
| 3Y | +4.9% | +29.3% | -24.4% | -6.8% |
| 5Y | +5.0% | +5.7% | -0.7% | +0.8% |
| 10Y | +179.8% | +69.2% | +110.5% | +118.0% |
| All | +179.8% | +65.1% | +114.7% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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