+379.0%
RCL vs KDP
+235.7%
+143.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | +5.0% | +0.3% | +4.6% | +4.8% |
| 30D | +19.4% | +16.3% | +3.1% | +13.2% |
| 3M | +5.9% | +24.0% | -18.1% | -2.2% |
| 6M | +23.8% | +30.0% | -6.2% | +12.1% |
| YTD | +22.8% | +36.1% | -13.3% | +9.0% |
| 1Y | +34.3% | +46.8% | -12.6% | +15.7% |
| 3Y | +276.4% | +30.5% | +246.0% | +229.3% |
| 5Y | +281.6% | +17.9% | +263.7% | +249.3% |
| 10Y | +379.0% | +239.3% | +139.7% | +269.4% |
| All | +379.0% | +235.7% | +143.3% | +269.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling