+16.2%
KDP vs RL
+239.2%
-223.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.7% |
| 7D | -0.8% | +2.6% | -3.4% | -1.1% |
| 30D | +9.7% | +2.9% | +6.8% | +9.4% |
| 3M | +17.6% | 0.0% | +17.6% | +17.5% |
| 6M | +25.8% | +17.1% | +8.7% | +23.6% |
| YTD | +33.9% | +10.1% | +23.7% | +32.1% |
| 1Y | +38.9% | +17.3% | +21.6% | +36.1% |
| 3Y | +26.8% | +249.3% | -222.5% | +6.1% |
| All | +16.2% | +239.2% | -223.0% | -3.1% |
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