+175.8%
KDP vs RRC
+7.9%
+167.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +2.1% | -1.2% | +3.3% | +2.1% |
| 30D | +8.5% | +9.4% | -1.0% | +8.2% |
| 3M | +6.6% | +7.4% | -0.8% | +6.3% |
| 6M | +17.1% | +1.5% | +15.6% | +16.9% |
| YTD | +19.0% | +19.4% | -0.3% | +18.3% |
| 1Y | +21.8% | +24.2% | -2.5% | +20.7% |
| 3Y | +6.4% | +32.8% | -26.3% | +4.9% |
| 5Y | +5.1% | +152.9% | -147.8% | +0.6% |
| 10Y | +175.8% | +3.9% | +172.0% | +144.0% |
| All | +175.8% | +7.9% | +167.9% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling