+632.4%
RIOT vs KDP
+238.8%
+393.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.4% | +4.9% | -1.7% |
| 7D | +20.8% | -4.0% | +24.8% | +21.3% |
| 30D | +7.0% | +8.5% | -1.5% | +5.6% |
| 3M | -12.3% | +20.7% | -32.9% | -14.8% |
| 6M | -27.3% | +23.2% | -50.4% | -29.8% |
| YTD | +40.7% | +30.5% | +10.2% | +34.1% |
| 1Y | +15.3% | +35.9% | -20.5% | +9.1% |
| 3Y | +72.1% | +24.8% | +47.3% | +61.9% |
| 5Y | -59.7% | +13.4% | -73.1% | -60.9% |
| All | +632.4% | +238.8% | +393.6% | +1,273.5% |
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