+169.5%
KDP vs RMD
+274.3%
-104.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.7% | -4.4% | +0.7% | -3.1% |
| 30D | +6.2% | -3.1% | +9.3% | +6.6% |
| 3M | +1.2% | +13.8% | -12.5% | -0.7% |
| 6M | +15.3% | -8.6% | +23.9% | +16.3% |
| YTD | +14.8% | -8.6% | +23.4% | +15.6% |
| 1Y | +17.6% | -19.7% | +37.3% | +20.4% |
| 3Y | +2.1% | +48.4% | -46.2% | -5.6% |
| 5Y | +2.7% | -22.7% | +25.5% | +3.2% |
| All | +169.5% | +274.3% | -104.8% | +122.6% |
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