+1,314.5%
KDP vs IYR
+179.3%
+1,135.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +8.2% | +2.1% | +6.1% | +7.4% |
| 30D | +18.4% | +7.2% | +11.2% | +15.6% |
| 3M | +29.2% | +0.4% | +28.8% | +29.1% |
| 6M | +32.3% | +1.4% | +30.8% | +31.7% |
| YTD | +38.5% | +11.3% | +27.1% | +33.5% |
| 1Y | +48.5% | +10.5% | +38.0% | +43.5% |
| 3Y | +32.5% | +41.7% | -9.2% | +16.9% |
| 5Y | +19.7% | +7.1% | +12.6% | +15.1% |
| 10Y | +256.4% | +89.1% | +167.3% | +179.8% |
| All | +1,314.5% | +179.3% | +1,135.1% | +806.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling