+234.8%
RCL vs KDP
+6.0%
+228.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | -5.1% | +1.3% | -6.4% | -5.5% |
| 30D | -19.0% | +6.0% | -25.0% | -20.6% |
| 3M | -9.6% | +9.2% | -18.8% | -12.3% |
| 6M | -6.7% | +14.7% | -21.4% | -11.1% |
| YTD | -3.9% | +19.2% | -23.1% | -9.7% |
| 1Y | -25.1% | +15.2% | -40.3% | -28.9% |
| 3Y | +179.1% | +6.0% | +173.1% | +165.0% |
| All | +234.8% | +6.0% | +228.8% | +227.6% |
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