+1,278.3%
KDP vs RRC
-25.2%
+1,303.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +2.2% | -10.8% | +13.0% | +3.0% |
| 30D | +19.9% | +22.3% | -2.4% | +18.1% |
| 3M | +21.5% | +26.6% | -5.1% | +19.3% |
| 6M | +30.1% | +18.9% | +11.2% | +28.2% |
| YTD | +34.9% | +39.2% | -4.3% | +31.3% |
| 1Y | +43.4% | +34.0% | +9.4% | +39.8% |
| 3Y | +29.1% | +42.0% | -12.9% | +24.2% |
| 5Y | +15.0% | +111.9% | -96.9% | +5.1% |
| 10Y | +234.1% | +62.8% | +171.3% | +194.2% |
| All | +1,278.3% | -25.2% | +1,303.5% | +1,014.1% |
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