+6.8%
KDP vs RBA
+45.3%
-38.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +1.3% | -2.9% | +4.2% | +1.6% |
| 30D | +6.0% | -12.3% | +18.3% | +7.2% |
| 3M | +9.2% | -20.5% | +29.7% | +11.3% |
| 6M | +14.7% | -18.5% | +33.2% | +16.6% |
| YTD | +19.2% | -18.2% | +37.4% | +20.8% |
| 1Y | +15.2% | -27.5% | +42.7% | +18.2% |
| 3Y | +6.0% | +38.1% | -32.1% | +2.1% |
| All | +6.8% | +45.3% | -38.4% | +0.7% |
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