+35.9%
KDP vs RVMD
+175.3%
-139.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -7.5% |
| 7D | -4.0% | -0.7% | -3.3% | -4.0% |
| 30D | +8.5% | -6.4% | +14.9% | +8.3% |
| 3M | +20.7% | -14.1% | +34.8% | +20.3% |
| 6M | +23.2% | +21.0% | +2.2% | +23.6% |
| YTD | +30.5% | +121.4% | -90.9% | +32.0% |
| 1Y | +35.9% | +167.9% | -132.0% | +39.5% |
| All | +35.9% | +175.3% | -139.5% | +39.5% |
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