+512.9%
KDP vs RNG
+327.7%
+185.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.7% |
| 7D | +1.3% | +5.8% | -4.5% | +1.0% |
| 30D | +6.0% | +19.6% | -13.6% | +4.9% |
| 3M | +9.2% | +67.0% | -57.8% | +5.8% |
| 6M | +14.7% | +88.4% | -73.7% | +10.0% |
| YTD | +19.2% | +155.5% | -136.3% | +11.8% |
| 1Y | +15.2% | +141.7% | -126.5% | +8.2% |
| 3Y | +6.0% | +131.1% | -125.1% | -1.6% |
| 5Y | +5.4% | -70.6% | +76.0% | +9.1% |
| 10Y | +171.9% | +228.2% | -56.3% | +149.5% |
| All | +512.9% | +327.7% | +185.2% | +455.9% |
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