+261.1%
RCL vs KDP
+14.9%
+246.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +6.5% | +2.2% | +4.3% | +5.8% |
| 30D | +15.9% | +19.9% | -4.1% | +9.5% |
| 3M | +2.7% | +21.5% | -18.8% | -3.8% |
| 6M | +15.2% | +30.1% | -14.9% | +5.3% |
| YTD | +19.2% | +34.9% | -15.7% | +7.4% |
| 1Y | +31.6% | +43.4% | -11.8% | +15.9% |
| 3Y | +274.2% | +29.1% | +245.1% | +223.7% |
| All | +261.1% | +14.9% | +246.2% | +223.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling