+239.1%
KDP vs RMD
+346.1%
-107.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.8% | -7.5% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +8.5% | +1.9% | +6.5% | +8.1% |
| 3M | +20.7% | +6.3% | +14.4% | +19.6% |
| 6M | +23.2% | +18.2% | +4.9% | +20.1% |
| YTD | +30.5% | +0.3% | +30.2% | +29.7% |
| 1Y | +35.9% | -4.3% | +40.1% | +35.8% |
| 3Y | +24.8% | +71.3% | -46.4% | +13.1% |
| 5Y | +13.4% | -1.8% | +15.2% | +10.3% |
| All | +239.1% | +346.1% | -107.1% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling