-24.1%
RKT vs KDP
+38.4%
-62.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.4% | +2.3% | -2.1% |
| 7D | -7.5% | -4.0% | -3.5% | -6.0% |
| 30D | +26.6% | +8.5% | +18.1% | +22.8% |
| 3M | -2.4% | +20.7% | -23.1% | -9.2% |
| 6M | -7.4% | +23.2% | -30.5% | -14.6% |
| YTD | -29.2% | +30.5% | -59.7% | -36.4% |
| 1Y | -23.5% | +35.9% | -59.4% | -32.4% |
| 3Y | +73.9% | +24.8% | +49.1% | +55.0% |
| 5Y | -6.6% | +13.4% | -20.0% | -12.0% |
| All | -24.1% | +38.4% | -62.5% | -38.8% |
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