+350.2%
RCL vs KDP
+175.4%
+174.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -0.5% | +2.1% | -2.5% | -1.2% |
| 30D | -17.3% | +8.5% | -25.8% | -19.8% |
| 3M | -2.8% | +6.6% | -9.4% | -5.2% |
| 6M | -4.4% | +17.1% | -21.5% | -10.2% |
| YTD | -4.2% | +19.0% | -23.2% | -10.7% |
| 1Y | -23.4% | +21.8% | -45.1% | -29.4% |
| 3Y | +179.4% | +6.4% | +172.9% | +164.2% |
| 5Y | +238.8% | +5.1% | +233.6% | +222.9% |
| 10Y | +350.2% | +175.8% | +174.4% | +261.4% |
| All | +350.2% | +175.4% | +174.8% | +261.4% |
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