+17.0%
KDP vs RRC
+110.6%
-93.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | +2.2% | -10.8% | +13.0% | +2.6% |
| 30D | +19.9% | +22.3% | -2.4% | +19.0% |
| 3M | +21.5% | +26.6% | -5.1% | +20.3% |
| 6M | +30.1% | +18.9% | +11.2% | +29.1% |
| YTD | +34.9% | +39.2% | -4.3% | +33.0% |
| 1Y | +43.4% | +34.0% | +9.4% | +41.5% |
| 3Y | +29.1% | +42.0% | -12.9% | +26.5% |
| All | +17.0% | +110.6% | -93.7% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling