+239.3%
KDP vs RBA
+236.6%
+2.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | +0.3% | +2.5% | -2.2% | 0.0% |
| 30D | +16.3% | +11.6% | +4.7% | +14.6% |
| 3M | +24.0% | +1.5% | +22.5% | +23.6% |
| 6M | +30.0% | -6.6% | +36.6% | +30.6% |
| YTD | +36.1% | -6.3% | +42.3% | +36.1% |
| 1Y | +46.8% | -4.0% | +50.8% | +46.3% |
| 3Y | +30.5% | +47.3% | -16.8% | +21.6% |
| 5Y | +17.9% | +47.7% | -29.8% | +8.6% |
| 10Y | +239.3% | +224.7% | +14.5% | +164.2% |
| All | +239.3% | +236.6% | +2.7% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling