+14.7%
RTX vs KDP
+41.3%
-26.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -2.5% |
| 7D | +1.3% | +5.3% | -4.0% | +1.5% |
| 30D | +7.6% | +19.1% | -11.5% | +8.2% |
| 3M | -8.6% | +19.2% | -27.8% | -8.0% |
| 6M | +15.6% | +29.3% | -13.6% | +16.3% |
| YTD | +9.4% | +35.5% | -26.2% | +10.1% |
| 1Y | +14.7% | +43.5% | -28.8% | +18.0% |
| All | +14.7% | +41.3% | -26.7% | +18.0% |
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