+535.8%
RTX vs KDP
+1,294.8%
-758.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -5.1% | +2.2% | -7.3% | -6.1% |
| 30D | +5.1% | +19.9% | -14.8% | -1.6% |
| 3M | -14.8% | +21.5% | -36.3% | -20.9% |
| 6M | +8.0% | +30.1% | -22.1% | -2.7% |
| YTD | +4.5% | +34.9% | -30.5% | -7.7% |
| 1Y | +9.8% | +43.4% | -33.5% | -5.3% |
| 3Y | +144.2% | +29.1% | +115.1% | +114.3% |
| 5Y | +131.4% | +15.0% | +116.4% | +111.0% |
| 10Y | +273.3% | +234.1% | +39.2% | +113.3% |
| All | +535.8% | +1,294.8% | -758.9% | +75.9% |
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 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