+58.6%
KDP vs RVMD
+540.6%
-482.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +2.1% |
| 7D | +4.0% | -9.5% | +13.5% | +4.4% |
| 30D | +16.8% | -6.8% | +23.6% | +17.0% |
| 3M | +32.0% | -12.1% | +44.1% | +32.6% |
| 6M | +35.2% | +25.4% | +9.8% | +33.0% |
| YTD | +40.9% | +126.9% | -86.0% | +32.5% |
| 1Y | +47.7% | +182.0% | -134.3% | +36.8% |
| 3Y | +34.8% | +816.8% | -782.0% | +13.8% |
| 5Y | +22.6% | +464.0% | -441.4% | +3.7% |
| All | +58.6% | +540.6% | -482.0% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling