+55.9%
RSP vs KDP
+6.3%
+49.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.8% | +1.3% | -2.0% | -1.0% |
| 30D | -0.3% | +6.0% | -6.3% | -1.3% |
| 3M | +4.3% | +9.2% | -4.9% | +2.6% |
| 6M | +8.8% | +14.7% | -5.9% | +6.1% |
| YTD | +15.3% | +19.2% | -3.9% | +11.5% |
| 1Y | +18.3% | +15.2% | +3.1% | +15.1% |
| All | +55.9% | +6.3% | +49.6% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling