+1,117.5%
KDP vs RRX
+392.4%
+725.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.3% | +3.4% | -2.2% | +0.7% |
| 30D | +6.0% | -11.1% | +17.1% | +8.2% |
| 3M | +9.2% | -23.7% | +32.9% | +13.5% |
| 6M | +14.7% | -22.0% | +36.7% | +17.8% |
| YTD | +19.2% | +16.5% | +2.7% | +12.8% |
| 1Y | +15.2% | +11.5% | +3.7% | +9.4% |
| 3Y | +6.0% | +1.5% | +4.5% | -1.3% |
| 5Y | +5.4% | +18.3% | -12.8% | -7.6% |
| 10Y | +171.9% | +209.8% | -37.9% | +76.8% |
| All | +1,117.5% | +392.4% | +725.1% | +470.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling