+1,117.5%
KDP vs RL
+657.1%
+460.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +6.0% | -7.8% | +13.8% | +7.2% |
| 3M | +9.2% | -4.0% | +13.2% | +9.7% |
| 6M | +14.7% | -1.9% | +16.6% | +14.4% |
| YTD | +19.2% | -0.2% | +19.4% | +18.4% |
| 1Y | +15.2% | +10.7% | +4.5% | +12.4% |
| 3Y | +6.0% | +210.8% | -204.8% | -14.8% |
| 5Y | +5.4% | +238.2% | -232.8% | -18.3% |
| 10Y | +171.9% | +313.4% | -141.5% | +88.8% |
| All | +1,117.5% | +657.1% | +460.4% | +496.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling