+175.8%
KDP vs RVTY
+140.1%
+35.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +8.5% | +10.8% | -2.4% | +6.6% |
| 3M | +6.6% | +26.8% | -20.2% | +2.4% |
| 6M | +17.1% | +39.3% | -22.3% | +10.2% |
| YTD | +19.0% | +31.6% | -12.6% | +12.8% |
| 1Y | +21.8% | +47.7% | -25.9% | +12.6% |
| 3Y | +6.4% | +19.9% | -13.5% | +0.3% |
| 5Y | +5.1% | -32.3% | +37.5% | +9.1% |
| 10Y | +175.8% | +138.4% | +37.4% | +115.6% |
| All | +175.8% | +140.1% | +35.8% | +115.6% |
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