+47.7%
KDP vs ROIV
+298.6%
-250.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | +4.0% | +9.5% | -5.5% | +3.8% |
| 30D | +16.8% | +21.0% | -4.2% | +16.5% |
| 3M | +32.0% | +18.7% | +13.3% | +31.6% |
| 6M | +35.2% | +44.5% | -9.4% | +34.2% |
| YTD | +40.9% | +92.9% | -51.9% | +39.0% |
| 1Y | +47.7% | +100.2% | -52.6% | +45.5% |
| 3Y | +34.8% | +375.0% | -340.2% | +30.5% |
| 5Y | +22.6% | +435.2% | -412.5% | +16.9% |
| All | +47.7% | +298.6% | -250.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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