+278.5%
RTX vs KDP
+174.5%
+104.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -5.2% | +1.3% | -6.4% | -5.5% |
| 30D | -9.4% | +6.0% | -15.4% | -11.0% |
| 3M | +12.3% | +9.2% | +3.1% | +9.0% |
| 6M | -3.1% | +14.7% | -17.8% | -7.5% |
| YTD | +10.7% | +19.2% | -8.5% | +4.2% |
| 1Y | +28.4% | +15.2% | +13.2% | +21.7% |
| 3Y | +147.1% | +6.0% | +141.1% | +136.9% |
| 5Y | +167.2% | +5.4% | +161.8% | +155.5% |
| All | +278.5% | +174.5% | +104.1% | +218.4% |
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 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