+6.7%
KDP vs IYR
+31.2%
-24.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.8% |
| 30D | +6.0% | -2.9% | +8.8% | +7.4% |
| 3M | +9.2% | +0.8% | +8.4% | +9.0% |
| 6M | +14.7% | +1.9% | +12.8% | +14.0% |
| YTD | +19.2% | +9.6% | +9.6% | +15.0% |
| 1Y | +15.2% | +8.1% | +7.1% | +11.8% |
| All | +6.7% | +31.2% | -24.5% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling