+15.2%
KDP vs RNG
+144.7%
-129.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.8% |
| 7D | +1.3% | +5.8% | -4.5% | +1.1% |
| 30D | +6.0% | +19.6% | -13.6% | +5.6% |
| 3M | +9.2% | +67.0% | -57.8% | +8.0% |
| 6M | +14.7% | +88.4% | -73.7% | +13.5% |
| YTD | +19.2% | +155.5% | -136.3% | +16.1% |
| 1Y | +15.2% | +141.7% | -126.5% | +11.0% |
| All | +15.2% | +144.7% | -129.6% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling