+1.8%
KDP vs RDW
-9.1%
+10.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.2% |
| 7D | -3.7% | +0.9% | -4.5% | -3.7% |
| 30D | +6.2% | -21.3% | +27.5% | +6.1% |
| 3M | +1.2% | -37.9% | +39.1% | +1.2% |
| 6M | +15.3% | +12.3% | +3.1% | +15.1% |
| YTD | +14.8% | +39.7% | -24.9% | +14.2% |
| 1Y | +17.6% | +25.7% | -8.1% | +17.0% |
| 3Y | +2.1% | +230.8% | -228.7% | -2.2% |
| All | +1.8% | -9.1% | +10.9% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling