+196.2%
RDDT vs KDP
+18.2%
+178.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +3.3% | +2.1% | +1.2% | +3.4% |
| 30D | -7.6% | +8.5% | -16.1% | -7.0% |
| 3M | -12.7% | +6.6% | -19.3% | -11.9% |
| 6M | +7.2% | +17.1% | -9.9% | +10.1% |
| YTD | -35.0% | +19.0% | -54.1% | -33.2% |
| 1Y | -35.0% | +21.8% | -56.8% | -33.3% |
| All | +196.2% | +18.2% | +178.0% | +118.1% |
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 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