+5.1%
KDP vs RNG
-70.8%
+75.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.3% |
| 6M | +17.1% | +67.9% | -50.9% | +14.4% |
| YTD | +19.0% | +144.3% | -125.3% | +14.1% |
| 1Y | +21.8% | +117.5% | -95.8% | +17.2% |
| 3Y | +6.4% | +123.9% | -117.4% | +1.2% |
| 5Y | +5.1% | -70.1% | +75.2% | +4.6% |
| All | +5.1% | -70.8% | +75.9% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling