+375.0%
RCL vs KDP
+248.3%
+126.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | +8.5% | +8.2% | +0.3% | +5.6% |
| 30D | +20.4% | +18.4% | +2.0% | +13.4% |
| 3M | +11.0% | +29.2% | -18.2% | +0.9% |
| 6M | +24.9% | +32.3% | -7.4% | +12.3% |
| YTD | +23.9% | +38.5% | -14.6% | +9.2% |
| 1Y | +30.8% | +48.5% | -17.7% | +12.3% |
| 3Y | +270.4% | +32.5% | +237.9% | +222.1% |
| 5Y | +296.1% | +19.7% | +276.4% | +260.5% |
| 10Y | +375.0% | +256.4% | +118.6% | +255.1% |
| All | +375.0% | +248.3% | +126.8% | +255.1% |
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