+207.9%
KDP vs RACE
+647.6%
-439.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 6M | +14.7% | +13.6% | +1.1% | +11.9% |
| YTD | +19.2% | +12.2% | +7.0% | +16.3% |
| 1Y | +15.2% | -16.3% | +31.4% | +17.6% |
| 3Y | +6.0% | +36.4% | -30.5% | -2.2% |
| 5Y | +5.4% | +95.0% | -89.5% | -10.1% |
| 10Y | +171.9% | +813.2% | -641.4% | +104.5% |
| All | +207.9% | +647.6% | -439.7% | +139.6% |
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