+22.6%
KDP vs RBA
+47.4%
-24.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +4.0% | +0.6% | +3.4% | +3.9% |
| 30D | +16.8% | +9.0% | +7.8% | +15.8% |
| 3M | +32.0% | +7.2% | +24.9% | +31.0% |
| 6M | +35.2% | -7.8% | +42.9% | +35.6% |
| YTD | +40.9% | -6.4% | +47.3% | +40.8% |
| 1Y | +47.7% | -4.2% | +51.8% | +47.1% |
| 3Y | +34.8% | +64.1% | -29.3% | +28.3% |
| 5Y | +22.6% | +48.4% | -25.8% | +21.0% |
| All | +22.6% | +47.4% | -24.7% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling