+239.1%
KDP vs RY
+351.8%
-112.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.2% |
| 7D | -4.0% | -0.5% | -3.4% | -3.8% |
| 30D | +8.5% | +4.7% | +3.7% | +6.8% |
| 3M | +20.7% | -4.5% | +25.2% | +22.5% |
| 6M | +23.2% | +12.5% | +10.6% | +18.0% |
| YTD | +30.5% | +21.1% | +9.3% | +21.6% |
| 1Y | +35.9% | +38.6% | -2.8% | +20.6% |
| 3Y | +24.8% | +160.2% | -135.3% | -12.4% |
| 5Y | +13.4% | +124.7% | -111.3% | -16.8% |
| All | +239.1% | +351.8% | -112.8% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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