+229.6%
KDP vs RVTY
+206.3%
+23.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.1% |
| 7D | +2.2% | -1.2% | +3.4% | +2.2% |
| 30D | +19.9% | +1.0% | +18.9% | +19.4% |
| 3M | +21.5% | +35.8% | -14.3% | +15.2% |
| 6M | +30.1% | +56.7% | -26.6% | +20.3% |
| YTD | +34.9% | +60.7% | -25.8% | +23.3% |
| 1Y | +43.4% | +73.7% | -30.3% | +29.1% |
| 3Y | +29.1% | +82.8% | -53.7% | +12.9% |
| 5Y | +15.0% | -7.0% | +22.0% | +12.2% |
| All | +229.6% | +206.3% | +23.3% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling