+213.2%
RSP vs KDP
+248.3%
-35.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | +0.7% | +8.2% | -7.5% | -1.4% |
| 30D | +3.7% | +18.4% | -14.7% | -1.1% |
| 3M | +0.7% | +29.2% | -28.5% | -6.4% |
| 6M | +9.0% | +32.3% | -23.2% | +0.5% |
| YTD | +16.7% | +38.5% | -21.8% | +5.7% |
| 1Y | +19.0% | +48.5% | -29.5% | +5.6% |
| 3Y | +64.7% | +32.5% | +32.3% | +48.8% |
| 5Y | +49.6% | +19.7% | +29.9% | +39.2% |
| 10Y | +213.2% | +256.4% | -43.2% | +149.9% |
| All | +213.2% | +248.3% | -35.1% | +149.9% |
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