+956.8%
RCL vs KDP
+1,132.0%
-175.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | -5.1% | +1.3% | -6.4% | -5.7% |
| 30D | -19.0% | +6.0% | -25.0% | -21.7% |
| 3M | -9.6% | +9.2% | -18.8% | -14.4% |
| 6M | -6.7% | +14.7% | -21.4% | -14.3% |
| YTD | -3.9% | +19.2% | -23.1% | -14.0% |
| 1Y | -25.1% | +15.2% | -40.3% | -32.0% |
| 3Y | +179.1% | +6.0% | +173.1% | +155.3% |
| 5Y | +243.3% | +5.4% | +237.9% | +213.2% |
| 10Y | +325.8% | +171.9% | +153.9% | +97.3% |
| All | +956.8% | +1,132.0% | -175.2% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling