+48.4%
RSP vs KDP
+13.5%
+34.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.5% | +1.0% |
| 7D | +1.8% | -4.0% | +5.8% | +2.7% |
| 30D | +3.5% | +8.5% | -5.0% | +1.1% |
| 3M | +0.2% | +20.7% | -20.5% | -4.9% |
| 6M | +9.1% | +23.2% | -14.1% | +2.6% |
| YTD | +16.6% | +30.5% | -13.9% | +7.5% |
| 1Y | +17.9% | +35.9% | -18.0% | +7.3% |
| 3Y | +64.6% | +24.8% | +39.8% | +49.5% |
| 5Y | +48.4% | +13.4% | +35.0% | +38.6% |
| All | +48.4% | +13.5% | +34.9% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling