+54.2%
RGTI vs KDP
0.0%
+54.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.5% | -3.7% | +4.1% | +0.8% |
| 30D | -17.1% | +6.2% | -23.3% | -17.7% |
| 3M | -26.0% | +1.2% | -27.2% | -26.3% |
| 6M | -9.9% | +15.3% | -25.2% | -12.6% |
| YTD | -31.1% | +14.8% | -45.9% | -33.2% |
| 1Y | -8.5% | +17.6% | -26.1% | -12.2% |
| 3Y | +652.2% | +2.1% | +650.1% | +623.5% |
| 5Y | +56.8% | +2.7% | +54.0% | +60.9% |
| All | +54.2% | 0.0% | +54.3% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling