+1,278.3%
KDP vs RVTY
+526.8%
+751.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.3% |
| 7D | +2.2% | -1.2% | +3.4% | +2.2% |
| 30D | +19.9% | +1.0% | +18.9% | +19.2% |
| 3M | +21.5% | +35.8% | -14.3% | +12.7% |
| 6M | +30.1% | +56.7% | -26.6% | +16.5% |
| YTD | +34.9% | +60.7% | -25.8% | +19.0% |
| 1Y | +43.4% | +73.7% | -30.3% | +23.9% |
| 3Y | +29.1% | +82.8% | -53.7% | +7.2% |
| 5Y | +15.0% | -7.0% | +22.0% | +10.0% |
| 10Y | +234.1% | +212.3% | +21.8% | +116.8% |
| All | +1,278.3% | +526.8% | +751.5% | +549.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling