+16.2%
KDP vs RY
+123.4%
-107.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +9.7% | +5.0% | +4.7% | +8.3% |
| 3M | +17.6% | -5.3% | +22.9% | +19.3% |
| 6M | +25.8% | +13.8% | +11.9% | +20.9% |
| YTD | +33.9% | +21.0% | +12.9% | +26.2% |
| 1Y | +38.9% | +40.5% | -1.6% | +24.9% |
| 3Y | +26.8% | +159.7% | -132.9% | -6.9% |
| All | +16.2% | +123.4% | -107.2% | -10.8% |
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