+17.0%
KDP vs RL
+226.8%
-209.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.2% | -4.2% | +6.4% | +2.6% |
| 30D | +19.9% | +4.3% | +15.7% | +19.4% |
| 3M | +21.5% | -4.6% | +26.1% | +22.0% |
| 6M | +30.1% | +1.7% | +28.4% | +29.6% |
| YTD | +34.9% | +7.3% | +27.6% | +33.5% |
| 1Y | +43.4% | +20.8% | +22.6% | +40.2% |
| 3Y | +29.1% | +247.0% | -217.9% | +8.0% |
| All | +17.0% | +226.8% | -209.9% | -1.3% |
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