+1,339.3%
KDP vs IYR
+178.8%
+1,160.5%
-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 | +4.0% | -1.2% | +5.2% | +4.4% |
| 30D | +16.8% | +6.1% | +10.7% | +14.4% |
| 3M | +32.0% | +0.9% | +31.1% | +31.7% |
| 6M | +35.2% | +1.2% | +34.0% | +34.7% |
| YTD | +40.9% | +11.1% | +29.8% | +35.9% |
| 1Y | +47.7% | +9.0% | +38.7% | +43.4% |
| 3Y | +34.8% | +41.4% | -6.6% | +19.0% |
| 5Y | +22.6% | +6.7% | +16.0% | +18.1% |
| 10Y | +266.4% | +87.7% | +178.8% | +188.4% |
| All | +1,339.3% | +178.8% | +1,160.5% | +822.9% |
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