+23.2%
KDP vs RVMD
+22.5%
+0.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -7.6% |
| 7D | -4.0% | -0.7% | -3.3% | -4.0% |
| 30D | +8.5% | -6.4% | +14.9% | +8.1% |
| 3M | +20.7% | -14.1% | +34.8% | +19.5% |
| 6M | +23.2% | +21.0% | +2.2% | +24.7% |
| All | +23.2% | +22.5% | +0.7% | +24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling