+43.5%
KDP vs RBRK
+62.9%
-19.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +6.0% |
| 7D | +5.3% | -12.5% | +17.8% | +4.6% |
| 30D | +19.1% | -3.0% | +22.1% | +19.0% |
| 3M | +19.2% | +46.9% | -27.8% | +22.3% |
| 6M | +29.3% | +105.4% | -76.1% | +35.4% |
| YTD | +35.5% | +55.6% | -20.1% | +42.5% |
| 1Y | +43.5% | +63.9% | -20.4% | +51.0% |
| All | +43.5% | +62.9% | -19.4% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling