-53.8%
RIOT vs KDP
+21.7%
-75.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +1.0% |
| 7D | +18.9% | +4.0% | +15.0% | +18.7% |
| 30D | +11.0% | +16.8% | -5.8% | +9.2% |
| 3M | -9.7% | +32.0% | -41.7% | -12.6% |
| 6M | -27.9% | +35.2% | -63.0% | -31.0% |
| YTD | +44.3% | +40.9% | +3.4% | +36.3% |
| 1Y | +13.3% | +47.7% | -34.4% | +5.9% |
| 3Y | +76.4% | +34.8% | +41.7% | +56.8% |
| 5Y | -53.8% | +22.6% | -76.4% | -52.6% |
| All | -53.8% | +21.7% | -75.4% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling