+48.5%
KDP vs RL
+22.6%
+25.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +8.2% | +1.3% | +6.9% | +7.9% |
| 30D | +18.4% | +7.6% | +10.7% | +17.2% |
| 3M | +29.2% | -1.5% | +30.7% | +29.1% |
| 6M | +32.3% | +12.1% | +20.2% | +30.6% |
| YTD | +38.5% | +13.9% | +24.6% | +36.2% |
| 1Y | +48.5% | +20.7% | +27.8% | +47.0% |
| All | +48.5% | +22.6% | +25.9% | +47.0% |
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