-22.2%
RKT vs KDP
+26.4%
-48.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.1% | +1.3% | +0.8% | +1.7% |
| 30D | +1.4% | +6.0% | -4.5% | -0.8% |
| 3M | +6.3% | +9.2% | -2.9% | +2.6% |
| 6M | -15.5% | +14.7% | -30.1% | -19.9% |
| YTD | -27.4% | +19.2% | -46.6% | -32.4% |
| 1Y | -26.6% | +15.2% | -41.7% | -31.0% |
| 3Y | +41.2% | +6.0% | +35.3% | +34.8% |
| 5Y | -6.4% | +5.4% | -11.8% | -9.2% |
| All | -22.2% | +26.4% | -48.6% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling