+36.8%
KDP vs ROIV
+280.9%
-244.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.4% | -3.0% | -7.3% |
| 7D | -4.0% | +9.2% | -13.2% | -4.1% |
| 30D | +8.5% | +19.9% | -11.5% | +8.2% |
| 3M | +20.7% | +10.6% | +10.1% | +20.5% |
| 6M | +23.2% | +36.1% | -12.9% | +22.5% |
| YTD | +30.5% | +84.3% | -53.8% | +28.8% |
| 1Y | +35.9% | +87.6% | -51.7% | +34.0% |
| 3Y | +24.8% | +353.9% | -329.1% | +20.9% |
| 5Y | +13.4% | +376.1% | -362.7% | +8.2% |
| All | +36.8% | +280.9% | -244.1% | +29.8% |
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