+539.7%
RSP vs KDP
+1,294.8%
-755.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.0% | +2.2% | -3.2% | -2.0% |
| 30D | +2.6% | +19.9% | -17.4% | -4.2% |
| 3M | -0.8% | +21.5% | -22.3% | -8.0% |
| 6M | +6.3% | +30.1% | -23.8% | -4.3% |
| YTD | +14.1% | +34.9% | -20.8% | +0.8% |
| 1Y | +18.0% | +43.4% | -25.4% | +1.7% |
| 3Y | +61.0% | +29.1% | +31.9% | +41.5% |
| 5Y | +45.6% | +15.0% | +30.6% | +33.1% |
| 10Y | +220.2% | +234.1% | -13.9% | +79.0% |
| All | +539.7% | +1,294.8% | -755.0% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling