+15.2%
KDP vs RSG
-3.6%
+18.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +6.0% | +7.6% | -1.6% | +3.4% |
| 3M | +9.2% | +7.4% | +1.8% | +6.8% |
| 6M | +14.7% | -3.3% | +18.0% | +13.9% |
| YTD | +19.2% | +6.0% | +13.2% | +15.9% |
| 1Y | +15.2% | -3.7% | +18.8% | +15.3% |
| All | +15.2% | -3.6% | +18.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling