+266.4%
KDP vs RNG
+248.5%
+17.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.7% | +1.6% |
| 7D | +4.0% | -3.5% | +7.5% | +4.2% |
| 30D | +16.8% | -3.8% | +20.6% | +16.9% |
| 3M | +32.0% | +18.6% | +13.5% | +30.5% |
| 6M | +35.2% | +69.2% | -34.0% | +30.2% |
| YTD | +40.9% | +161.9% | -121.0% | +31.0% |
| 1Y | +47.7% | +176.2% | -128.6% | +36.8% |
| 3Y | +34.8% | +174.5% | -139.7% | +22.8% |
| 5Y | +22.6% | -71.9% | +94.6% | +30.3% |
| 10Y | +266.4% | +235.4% | +31.0% | +262.6% |
| All | +266.4% | +248.5% | +17.9% | +262.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling