+239.1%
KDP vs RL
+342.1%
-103.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -7.3% |
| 7D | -4.0% | +2.4% | -6.3% | -4.2% |
| 30D | +8.5% | +4.6% | +3.9% | +7.9% |
| 3M | +20.7% | -1.1% | +21.8% | +20.7% |
| 6M | +23.2% | +16.5% | +6.6% | +21.1% |
| YTD | +30.5% | +11.4% | +19.1% | +28.6% |
| 1Y | +35.9% | +16.1% | +19.8% | +33.3% |
| 3Y | +24.8% | +252.6% | -227.8% | +7.3% |
| 5Y | +13.4% | +244.9% | -231.5% | -3.6% |
| All | +239.1% | +342.1% | -103.1% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling