+156.7%
RTX vs KDP
+24.9%
+131.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -0.8% |
| 7D | +3.4% | -4.0% | +7.4% | +3.7% |
| 30D | +8.4% | +8.5% | -0.1% | +7.7% |
| 3M | -10.7% | +20.7% | -31.4% | -12.0% |
| 6M | +11.7% | +23.2% | -11.5% | +9.4% |
| YTD | +9.3% | +30.5% | -21.2% | +6.2% |
| 1Y | +13.3% | +35.9% | -22.6% | +9.4% |
| All | +156.7% | +24.9% | +131.9% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling