+573.6%
RTX vs KDP
+1,132.0%
-558.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -5.2% | +1.3% | -6.4% | -5.6% |
| 30D | -9.4% | +6.0% | -15.4% | -11.4% |
| 3M | +12.3% | +9.2% | +3.1% | +8.1% |
| 6M | -3.1% | +14.7% | -17.8% | -8.7% |
| YTD | +10.7% | +19.2% | -8.5% | +2.5% |
| 1Y | +28.4% | +15.2% | +13.2% | +19.8% |
| 3Y | +147.1% | +6.0% | +141.1% | +133.5% |
| 5Y | +167.2% | +5.4% | +161.8% | +151.2% |
| 10Y | +274.7% | +171.9% | +102.9% | +132.5% |
| All | +573.6% | +1,132.0% | -558.4% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling