+5.0%
KDP vs RSG
+90.2%
-85.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.0% |
| 3M | +2.6% | +6.2% | -3.5% | +0.3% |
| 6M | +15.6% | -2.8% | +18.4% | +16.5% |
| YTD | +17.3% | +5.9% | +11.4% | +14.4% |
| 1Y | +20.1% | -1.8% | +21.9% | +20.3% |
| 3Y | +4.9% | +57.5% | -52.6% | -13.2% |
| 5Y | +5.0% | +91.1% | -86.1% | -21.7% |
| All | +5.0% | +90.2% | -85.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling