+117.7%
RIOT vs KDP
+4.7%
+113.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -1.0% |
| 7D | +18.4% | -1.6% | +20.0% | +18.2% |
| 30D | +13.8% | +9.5% | +4.3% | +14.7% |
| 3M | -12.7% | +2.6% | -15.4% | -12.3% |
| 6M | +50.1% | +15.6% | +34.5% | +50.8% |
| YTD | +74.2% | +17.3% | +56.9% | +75.4% |
| 1Y | +45.1% | +20.1% | +25.0% | +46.3% |
| All | +117.7% | +4.7% | +113.0% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling