+17.0%
KDP vs RVTY
-7.4%
+24.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | +2.2% | -1.2% | +3.4% | +2.2% |
| 30D | +19.9% | +1.0% | +18.9% | +19.5% |
| 3M | +21.5% | +35.8% | -14.3% | +16.5% |
| 6M | +30.1% | +56.7% | -26.6% | +22.3% |
| YTD | +34.9% | +60.7% | -25.8% | +25.8% |
| 1Y | +43.4% | +73.7% | -30.3% | +32.0% |
| 3Y | +29.1% | +82.8% | -53.7% | +16.1% |
| All | +17.0% | -7.4% | +24.4% | +17.6% |
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 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