+1,278.3%
KDP vs RBA
+395.0%
+883.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +2.2% | +4.3% | -2.1% | +1.5% |
| 30D | +19.9% | +16.3% | +3.6% | +17.0% |
| 3M | +21.5% | +1.3% | +20.2% | +21.0% |
| 6M | +30.1% | -11.1% | +41.2% | +31.9% |
| YTD | +34.9% | -8.5% | +43.4% | +35.6% |
| 1Y | +43.4% | -2.1% | +45.5% | +42.4% |
| 3Y | +29.1% | +44.6% | -15.5% | +19.1% |
| 5Y | +15.0% | +36.8% | -21.8% | +5.3% |
| 10Y | +234.1% | +227.3% | +6.8% | +152.1% |
| All | +1,278.3% | +395.0% | +883.3% | +735.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling