-23.6%
RKT vs KDP
+26.2%
-49.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +6.0% | +2.1% | +3.9% | +5.2% |
| 30D | +0.7% | +8.5% | -7.8% | -2.4% |
| 3M | +11.8% | +6.6% | +5.2% | +9.0% |
| 6M | -7.6% | +17.1% | -24.7% | -13.2% |
| YTD | -28.7% | +19.0% | -47.7% | -33.6% |
| 1Y | -32.6% | +21.8% | -54.3% | -37.9% |
| 3Y | +42.1% | +6.4% | +35.7% | +35.3% |
| 5Y | -7.2% | +5.1% | -12.3% | -9.9% |
| All | -23.6% | +26.2% | -49.8% | -36.1% |
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