+247.9%
KDP vs RRX
+200.5%
+47.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.9% |
| 7D | -0.8% | +4.3% | -5.1% | -1.3% |
| 30D | +9.7% | +12.3% | -2.6% | +7.8% |
| 3M | +17.6% | +3.7% | +14.0% | +16.6% |
| 6M | +25.8% | -13.9% | +39.7% | +26.7% |
| YTD | +33.9% | +26.5% | +7.4% | +26.9% |
| 1Y | +38.9% | +29.3% | +9.6% | +31.1% |
| 3Y | +26.8% | +65.6% | -38.8% | +10.7% |
| 5Y | +16.3% | +10.6% | +5.7% | +7.3% |
| All | +247.9% | +200.5% | +47.4% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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