+132.6%
RTX vs KDP
+14.9%
+117.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -5.1% | +2.2% | -7.3% | -5.6% |
| 30D | +5.1% | +19.9% | -14.8% | +1.4% |
| 3M | -14.8% | +21.5% | -36.3% | -18.2% |
| 6M | +8.0% | +30.1% | -22.1% | +1.8% |
| YTD | +4.5% | +34.9% | -30.5% | -2.8% |
| 1Y | +9.8% | +43.4% | -33.5% | +0.5% |
| 3Y | +144.2% | +29.1% | +115.1% | +124.4% |
| All | +132.6% | +14.9% | +117.7% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling