+29.1%
KDP vs RBA
+42.3%
-13.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +2.2% | +4.3% | -2.1% | +1.8% |
| 30D | +19.9% | +16.3% | +3.6% | +18.2% |
| 3M | +21.5% | +1.3% | +20.2% | +21.1% |
| 6M | +30.1% | -11.1% | +41.2% | +30.9% |
| YTD | +34.9% | -8.5% | +43.4% | +34.8% |
| 1Y | +43.4% | -2.1% | +45.5% | +42.0% |
| 3Y | +29.1% | +44.6% | -15.5% | +26.5% |
| All | +29.1% | +42.3% | -13.2% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling