+273.8%
RTX vs KDP
+235.7%
+38.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.7% | +3.4% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | +5.6% | +16.3% | -10.7% | +1.2% |
| 3M | -11.7% | +24.0% | -35.7% | -17.0% |
| 6M | +12.3% | +30.0% | -17.7% | +3.7% |
| YTD | +8.2% | +36.1% | -27.9% | -1.9% |
| 1Y | +12.6% | +46.8% | -34.3% | -0.4% |
| 3Y | +152.8% | +30.5% | +122.4% | +127.8% |
| 5Y | +140.2% | +17.9% | +122.3% | +122.9% |
| 10Y | +273.8% | +239.3% | +34.5% | +203.9% |
| All | +273.8% | +235.7% | +38.1% | +203.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling