+19.7%
KDP vs RY
+123.9%
-104.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +8.2% | -0.6% | +8.8% | +8.4% |
| 30D | +18.4% | +6.1% | +12.2% | +16.4% |
| 3M | +29.2% | -3.4% | +32.6% | +30.4% |
| 6M | +32.3% | +12.8% | +19.5% | +27.5% |
| YTD | +38.5% | +21.0% | +17.5% | +30.5% |
| 1Y | +48.5% | +40.5% | +8.0% | +33.6% |
| 3Y | +32.5% | +159.9% | -127.4% | -2.7% |
| 5Y | +19.7% | +125.0% | -105.3% | -7.9% |
| All | +19.7% | +123.9% | -104.3% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling