+4.4%
KDP vs RSG
+57.5%
-53.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | +9.5% | +3.7% | +5.8% | +8.1% |
| 3M | +2.6% | +6.2% | -3.5% | +0.5% |
| 6M | +15.6% | -2.8% | +18.4% | +16.2% |
| YTD | +17.3% | +5.9% | +11.4% | +14.5% |
| 1Y | +20.1% | -1.8% | +21.9% | +20.2% |
| All | +4.4% | +57.5% | -53.1% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling