+207.1%
RSP vs KDP
+174.5%
+32.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.8% | +1.3% | -2.0% | -1.1% |
| 30D | -0.3% | +6.0% | -6.3% | -2.0% |
| 3M | +4.3% | +9.2% | -4.9% | +1.5% |
| 6M | +8.8% | +14.7% | -5.9% | +4.2% |
| YTD | +15.3% | +19.2% | -3.9% | +9.0% |
| 1Y | +18.3% | +15.2% | +3.1% | +12.6% |
| 3Y | +52.8% | +6.0% | +46.8% | +47.2% |
| 5Y | +51.7% | +5.4% | +46.3% | +46.2% |
| All | +207.1% | +174.5% | +32.6% | +159.2% |
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