+31.2%
KDP vs RNG
+171.4%
-140.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.7% |
| 7D | +8.2% | -6.0% | +14.2% | +8.4% |
| 30D | +18.4% | -7.4% | +25.7% | +18.5% |
| 3M | +29.2% | +14.6% | +14.6% | +28.5% |
| 6M | +32.3% | +61.5% | -29.3% | +30.1% |
| YTD | +38.5% | +155.7% | -117.2% | +33.6% |
| 1Y | +48.5% | +172.5% | -124.0% | +43.0% |
| All | +31.2% | +171.4% | -140.2% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling