-26.7%
RIOT vs KDP
+6.3%
-33.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +25.1% | +2.1% | +23.1% | +24.9% |
| 30D | +8.5% | +8.5% | 0.0% | +7.4% |
| 3M | -13.4% | +6.6% | -20.0% | -14.3% |
| 6M | +57.1% | +17.1% | +40.1% | +52.3% |
| YTD | +75.7% | +19.0% | +56.6% | +69.6% |
| 1Y | +65.6% | +21.8% | +43.9% | +58.8% |
| 3Y | +103.3% | +6.4% | +96.8% | +93.2% |
| 5Y | -26.7% | +5.1% | -31.9% | -24.8% |
| All | -26.7% | +6.3% | -33.0% | -24.8% |
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 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