+18.0%
RSP vs KDP
+42.4%
-24.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -1.0% | +2.2% | -3.2% | -1.4% |
| 30D | +2.6% | +19.9% | -17.4% | +0.3% |
| 3M | -0.8% | +21.5% | -22.3% | -3.1% |
| 6M | +6.3% | +30.1% | -23.8% | +2.9% |
| YTD | +14.1% | +34.9% | -20.8% | +10.3% |
| 1Y | +18.0% | +43.4% | -25.4% | +13.7% |
| All | +18.0% | +42.4% | -24.4% | +13.7% |
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