+6.8%
KDP vs RIO
+93.6%
-86.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +6.0% | +4.0% | +2.0% | +5.5% |
| 3M | +9.2% | +0.1% | +9.1% | +9.1% |
| 6M | +14.7% | +12.7% | +2.0% | +12.9% |
| YTD | +19.2% | +35.6% | -16.4% | +14.8% |
| 1Y | +15.2% | +73.7% | -58.5% | +7.8% |
| 3Y | +6.0% | +93.3% | -87.3% | -2.7% |
| All | +6.8% | +93.6% | -86.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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