+33.5%
KDP vs RVMD
+824.3%
-790.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +1.8% |
| 7D | +4.0% | -9.5% | +13.5% | +4.0% |
| 30D | +16.8% | -6.8% | +23.6% | +16.8% |
| 3M | +32.0% | -12.1% | +44.1% | +32.1% |
| 6M | +35.2% | +25.4% | +9.8% | +34.5% |
| YTD | +40.9% | +126.9% | -86.0% | +37.9% |
| 1Y | +47.7% | +182.0% | -134.3% | +43.1% |
| All | +33.5% | +824.3% | -790.8% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling