-25.1%
RCL vs KDP
+15.4%
-40.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | -5.1% | +1.3% | -6.4% | -5.4% |
| 30D | -19.0% | +6.0% | -25.0% | -20.3% |
| 3M | -9.6% | +9.2% | -18.8% | -11.9% |
| 6M | -6.7% | +14.7% | -21.4% | -10.4% |
| YTD | -3.9% | +19.2% | -23.1% | -8.2% |
| 1Y | -25.1% | +15.2% | -40.3% | -26.9% |
| All | -25.1% | +15.4% | -40.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling