+6.4%
KDP vs RNG
+120.7%
-114.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.2% | 0.0% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | +8.5% | +11.4% | -2.9% | +8.0% |
| 3M | +6.6% | +72.1% | -65.5% | +4.5% |
| 6M | +17.1% | +67.9% | -50.9% | +14.7% |
| YTD | +19.0% | +144.3% | -125.3% | +14.2% |
| 1Y | +21.8% | +117.5% | -95.8% | +17.4% |
| 3Y | +6.4% | +123.9% | -117.4% | +0.6% |
| All | +6.4% | +120.7% | -114.2% | +0.6% |
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 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