+32.5%
KDP vs IYR
+42.0%
-9.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +8.2% | +2.1% | +6.1% | +7.2% |
| 30D | +18.4% | +7.2% | +11.2% | +14.6% |
| 3M | +29.2% | +0.4% | +28.8% | +28.9% |
| 6M | +32.3% | +1.4% | +30.8% | +31.5% |
| YTD | +38.5% | +11.3% | +27.1% | +32.5% |
| 1Y | +48.5% | +10.5% | +38.0% | +42.5% |
| 3Y | +32.5% | +41.7% | -9.2% | +17.2% |
| All | +32.5% | +42.0% | -9.5% | +17.2% |
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