+38.9%
KDP vs RSG
+24.9%
+14.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | +2.5% | -3.3% | -1.7% |
| 30D | +9.7% | +12.7% | -3.0% | +5.1% |
| 3M | +17.6% | +17.9% | -0.3% | +11.1% |
| 6M | +25.8% | +25.0% | +0.8% | +17.0% |
| YTD | +33.9% | +20.8% | +13.1% | +25.1% |
| 1Y | +38.9% | +24.3% | +14.6% | +30.3% |
| All | +38.9% | +24.9% | +14.0% | +30.3% |
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