+247.9%
KDP vs RBA
+207.2%
+40.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | +9.7% | +8.3% | +1.4% | +8.5% |
| 3M | +17.6% | +10.5% | +7.1% | +15.9% |
| 6M | +25.8% | -5.9% | +31.6% | +26.3% |
| YTD | +33.9% | -6.9% | +40.7% | +34.1% |
| 1Y | +38.9% | -4.9% | +43.7% | +38.6% |
| 3Y | +26.8% | +64.5% | -37.7% | +16.3% |
| 5Y | +16.3% | +46.1% | -29.7% | +7.2% |
| All | +247.9% | +207.2% | +40.7% | +171.2% |
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