+15.2%
KDP vs RVMD
+430.6%
-415.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.3% | +1.0% | +0.2% | +1.3% |
| 30D | +6.0% | +6.4% | -0.5% | +6.0% |
| 3M | +9.2% | +34.9% | -25.7% | +9.2% |
| 6M | +14.7% | +107.6% | -92.9% | +14.5% |
| YTD | +19.2% | +163.7% | -144.5% | +17.0% |
| 1Y | +15.2% | +439.2% | -424.0% | +6.7% |
| All | +15.2% | +430.6% | -415.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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