+2.1%
KDP vs RDW
+241.5%
-239.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.3% |
| 7D | -3.7% | +0.9% | -4.5% | -3.7% |
| 30D | +6.2% | -21.3% | +27.5% | +5.9% |
| 3M | +1.2% | -37.9% | +39.1% | +1.0% |
| 6M | +15.3% | +12.3% | +3.1% | +15.3% |
| YTD | +14.8% | +39.7% | -24.9% | +14.7% |
| 1Y | +17.6% | +25.7% | -8.1% | +17.4% |
| 3Y | +2.1% | +230.8% | -228.7% | -6.6% |
| All | +2.1% | +241.5% | -239.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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