+19.0%
RSP vs KDP
+46.6%
-27.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +3.7% | +16.3% | -12.6% | +1.7% |
| 3M | +0.8% | +24.0% | -23.2% | -1.9% |
| 6M | +9.1% | +30.0% | -20.9% | +5.5% |
| YTD | +16.7% | +36.1% | -19.4% | +12.5% |
| All | +19.0% | +46.6% | -27.6% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling