+5.1%
KDP vs RVMD
+570.7%
-565.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +2.1% | -1.2% | +3.3% | +2.1% |
| 30D | +8.5% | +1.1% | +7.4% | +8.4% |
| 3M | +6.6% | +39.6% | -33.0% | +5.6% |
| 6M | +17.1% | +110.7% | -93.6% | +14.3% |
| YTD | +19.0% | +160.3% | -141.2% | +15.1% |
| 1Y | +21.8% | +404.9% | -383.1% | +14.9% |
| 3Y | +6.4% | +545.5% | -539.0% | -1.7% |
| 5Y | +5.1% | +584.7% | -579.5% | -5.1% |
| All | +5.1% | +570.7% | -565.6% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling