+251.1%
KDP vs RACE
+670.3%
-419.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +4.5% | +5.7% | -1.2% | +3.5% |
| 30D | +18.5% | +9.3% | +9.2% | +16.8% |
| 3M | +20.8% | +3.8% | +17.0% | +20.0% |
| 6M | +29.4% | +29.8% | -0.4% | +23.5% |
| YTD | +35.9% | +15.6% | +20.3% | +31.9% |
| 1Y | +42.5% | +5.1% | +37.4% | +40.4% |
| 3Y | +29.4% | +30.8% | -1.4% | +20.5% |
| 5Y | +15.8% | +67.4% | -51.6% | +1.4% |
| 10Y | +236.5% | +793.6% | -557.2% | +151.9% |
| All | +251.1% | +670.3% | -419.3% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling