-68.1%
RGTI vs KDP
+41.3%
-109.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.9% | -4.8% | +3.6% |
| 7D | -9.6% | +5.3% | -14.9% | -7.5% |
| 30D | -26.0% | +19.1% | -45.1% | -20.3% |
| 3M | -35.8% | +19.2% | -54.9% | -30.7% |
| 6M | -36.7% | +29.3% | -65.9% | -29.8% |
| YTD | -49.4% | +35.5% | -84.9% | -43.1% |
| 1Y | -68.1% | +43.5% | -111.6% | -63.2% |
| All | -68.1% | +41.3% | -109.5% | -63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling