+571.0%
KDP vs RNG
+343.0%
+227.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -7.5% |
| 7D | -4.0% | +2.3% | -6.3% | -4.1% |
| 30D | +8.5% | -3.4% | +11.8% | +8.5% |
| 3M | +20.7% | +20.9% | -0.2% | +19.2% |
| 6M | +23.2% | +82.2% | -59.0% | +18.5% |
| YTD | +30.5% | +164.6% | -134.1% | +21.9% |
| 1Y | +35.9% | +177.0% | -141.1% | +26.6% |
| 3Y | +24.8% | +177.4% | -152.6% | +14.5% |
| 5Y | +13.4% | -72.3% | +85.7% | +18.1% |
| 10Y | +239.3% | +238.9% | +0.4% | +210.4% |
| All | +571.0% | +343.0% | +227.9% | +506.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling