+29.5%
KDP vs RVMD
+620.8%
-591.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | -4.3% | -3.6% | -0.8% | -4.1% |
| 30D | +7.8% | -1.1% | +8.9% | +7.8% |
| 3M | -0.1% | +41.0% | -41.1% | -2.0% |
| 6M | +14.0% | +105.7% | -91.7% | +8.7% |
| YTD | +15.1% | +155.3% | -140.2% | +7.8% |
| 1Y | +18.5% | +402.7% | -384.2% | +6.0% |
| 3Y | +2.9% | +533.1% | -530.2% | -11.3% |
| 5Y | +3.0% | +583.5% | -580.6% | -14.2% |
| All | +29.5% | +620.8% | -591.3% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling