+17.6%
KDP vs RSG
-1.5%
+19.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +6.2% | +4.0% | +2.2% | +4.9% |
| 3M | +1.2% | +7.4% | -6.1% | -0.8% |
| 6M | +15.3% | +0.1% | +15.2% | +13.6% |
| YTD | +14.8% | +6.0% | +8.8% | +11.8% |
| 1Y | +17.6% | -3.0% | +20.6% | +15.4% |
| All | +17.6% | -1.5% | +19.1% | +15.4% |
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