+1,117.5%
KDP vs RRC
-35.6%
+1,153.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.3% | +1.3% | 0.0% | +1.2% |
| 30D | +6.0% | +10.1% | -4.1% | +5.3% |
| 3M | +9.2% | +4.0% | +5.2% | +8.8% |
| 6M | +14.7% | +1.6% | +13.1% | +14.4% |
| YTD | +19.2% | +19.7% | -0.5% | +17.4% |
| 1Y | +15.2% | +21.4% | -6.2% | +13.2% |
| 3Y | +6.0% | +29.7% | -23.7% | +2.7% |
| 5Y | +5.4% | +153.9% | -148.4% | -5.2% |
| 10Y | +171.9% | +10.8% | +161.1% | +149.3% |
| All | +1,117.5% | -35.6% | +1,153.1% | +896.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling