+1,288.1%
KDP vs RL
+725.4%
+562.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.4% |
| 7D | +4.5% | -4.7% | +9.2% | +5.3% |
| 30D | +18.5% | +3.6% | +14.9% | +17.8% |
| 3M | +20.8% | +0.5% | +20.3% | +20.6% |
| 6M | +29.4% | +6.6% | +22.8% | +27.5% |
| YTD | +35.9% | +8.8% | +27.1% | +33.1% |
| 1Y | +42.5% | +21.8% | +20.7% | +37.0% |
| 3Y | +29.4% | +245.8% | -216.4% | +2.3% |
| 5Y | +15.8% | +230.0% | -214.2% | -9.6% |
| 10Y | +236.5% | +369.4% | -133.0% | +128.3% |
| All | +1,288.1% | +725.4% | +562.7% | +570.8% |
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