+1,267.4%
KDP vs RSG
+1,080.5%
+186.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | +2.5% | -3.3% | -1.8% |
| 30D | +9.7% | +12.7% | -3.0% | +4.7% |
| 3M | +17.6% | +17.9% | -0.3% | +10.2% |
| 6M | +25.8% | +25.0% | +0.8% | +15.1% |
| YTD | +33.9% | +20.8% | +13.1% | +23.8% |
| 1Y | +38.9% | +24.3% | +14.6% | +26.9% |
| 3Y | +26.8% | +65.3% | -38.5% | +3.0% |
| 5Y | +16.3% | +99.1% | -82.7% | -13.0% |
| 10Y | +248.1% | +452.4% | -204.2% | +71.9% |
| All | +1,267.4% | +1,080.5% | +186.9% | +357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling