+45.4%
RSP vs KDP
+14.9%
+30.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.0% | +2.2% | -3.2% | -1.7% |
| 30D | +2.6% | +19.9% | -17.4% | -2.2% |
| 3M | -0.8% | +21.5% | -22.3% | -5.9% |
| 6M | +6.3% | +30.1% | -23.8% | -1.4% |
| YTD | +14.1% | +34.9% | -20.8% | +4.5% |
| 1Y | +18.0% | +43.4% | -25.4% | +6.0% |
| 3Y | +61.0% | +29.1% | +31.9% | +45.2% |
| All | +45.4% | +14.9% | +30.5% | +35.4% |
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