+22.6%
KDP vs RL
+243.0%
-220.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +1.9% |
| 7D | +4.0% | -4.4% | +8.3% | +4.4% |
| 30D | +16.8% | +5.6% | +11.2% | +16.1% |
| 3M | +32.0% | -0.6% | +32.7% | +32.0% |
| 6M | +35.2% | +15.5% | +19.7% | +32.9% |
| YTD | +40.9% | +12.3% | +28.6% | +38.7% |
| 1Y | +47.7% | +19.3% | +28.3% | +44.4% |
| 3Y | +34.8% | +255.5% | -220.7% | +12.6% |
| 5Y | +22.6% | +247.1% | -224.4% | +2.1% |
| All | +22.6% | +243.0% | -220.4% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling