+1,117.5%
KDP vs IYR
+175.0%
+942.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +1.3% | -1.2% | +2.5% | +1.7% |
| 30D | +6.0% | -2.9% | +8.8% | +7.1% |
| 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% | +15.5% |
| 1Y | +15.2% | +8.1% | +7.1% | +12.1% |
| 3Y | +6.0% | +29.2% | -23.2% | -3.6% |
| 5Y | +5.4% | +4.3% | +1.1% | +2.3% |
| 10Y | +171.9% | +64.7% | +107.2% | +123.0% |
| All | +1,117.5% | +175.0% | +942.5% | +684.1% |
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