+4.4%
KDP vs RRX
+3.6%
+0.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.3% |
| 7D | -1.6% | -0.7% | -0.8% | -1.5% |
| 30D | +9.5% | -8.0% | +17.5% | +9.8% |
| 3M | +2.6% | -25.1% | +27.7% | +3.6% |
| 6M | +15.6% | -18.3% | +33.9% | +16.0% |
| YTD | +17.3% | +14.2% | +3.2% | +16.2% |
| 1Y | +20.1% | +13.0% | +7.1% | +18.9% |
| All | +4.4% | +3.6% | +0.8% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling