+6.8%
KDP vs RACE
+93.6%
-86.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +1.3% | -2.5% | +3.8% | +1.7% |
| 30D | +6.0% | +0.8% | +5.2% | +5.8% |
| 3M | +9.2% | +17.2% | -8.0% | +6.4% |
| 6M | +14.7% | +13.6% | +1.1% | +12.0% |
| YTD | +19.2% | +12.2% | +7.0% | +16.5% |
| 1Y | +15.2% | -16.3% | +31.4% | +17.5% |
| 3Y | +6.0% | +36.4% | -30.5% | -3.4% |
| All | +6.8% | +93.6% | -86.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling