+1,117.5%
KDP vs RSG
+935.8%
+181.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +6.0% | +7.6% | -1.6% | +3.0% |
| 3M | +9.2% | +7.4% | +1.8% | +6.1% |
| 6M | +14.7% | -3.3% | +18.0% | +15.9% |
| YTD | +19.2% | +6.0% | +13.2% | +16.1% |
| 1Y | +15.2% | -3.7% | +18.8% | +16.3% |
| 3Y | +6.0% | +59.1% | -53.1% | -12.7% |
| 5Y | +5.4% | +89.0% | -83.6% | -19.5% |
| 10Y | +171.9% | +412.5% | -240.6% | +38.3% |
| All | +1,117.5% | +935.8% | +181.6% | +328.5% |
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