+45.9%
KDP vs RL
+22.3%
+23.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | 0.0% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +16.3% | +7.3% | +9.0% | +15.2% |
| 3M | +24.0% | +1.0% | +22.9% | +23.5% |
| 6M | +30.0% | +11.8% | +18.2% | +28.3% |
| YTD | +36.1% | +13.6% | +22.5% | +33.9% |
| All | +45.9% | +22.3% | +23.6% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling