+619.6%
RIOT vs KDP
+247.6%
+372.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.0% |
| 7D | +4.8% | -0.8% | +5.6% | +4.9% |
| 30D | +16.0% | +9.7% | +6.3% | +14.4% |
| 3M | -8.8% | +17.6% | -26.4% | -11.0% |
| 6M | -29.7% | +25.8% | -55.5% | -32.3% |
| YTD | +38.3% | +33.9% | +4.4% | +31.4% |
| 1Y | +26.2% | +38.9% | -12.7% | +19.2% |
| 3Y | +79.0% | +26.8% | +52.2% | +68.3% |
| 5Y | -60.4% | +16.3% | -76.7% | -61.7% |
| All | +619.6% | +247.6% | +372.1% | +1,245.8% |
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