+6.8%
KDP vs RVTY
-30.5%
+37.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +6.0% | +13.2% | -7.2% | +4.3% |
| 3M | +9.2% | +27.2% | -18.1% | +5.8% |
| 6M | +14.7% | +32.4% | -17.7% | +10.2% |
| YTD | +19.2% | +34.9% | -15.7% | +13.9% |
| 1Y | +15.2% | +52.4% | -37.2% | +7.7% |
| 3Y | +6.0% | +12.3% | -6.3% | +2.4% |
| All | +6.8% | -30.5% | +37.4% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling