+239.3%
KDP vs RL
+397.7%
-158.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | +0.3% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +16.3% | +7.3% | +9.0% | +15.5% |
| 3M | +24.0% | +1.0% | +22.9% | +23.7% |
| 6M | +30.0% | +11.8% | +18.2% | +28.3% |
| YTD | +36.1% | +13.6% | +22.5% | +33.8% |
| 1Y | +46.8% | +24.0% | +22.8% | +43.1% |
| 3Y | +30.5% | +256.6% | -226.1% | +12.3% |
| 5Y | +17.9% | +240.2% | -222.3% | +0.5% |
| 10Y | +239.3% | +373.0% | -133.7% | +178.9% |
| All | +239.3% | +397.7% | -158.4% | +178.9% |
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