+17.9%
KDP vs ROIV
+433.0%
-415.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.8% |
| 7D | +0.3% | +13.3% | -13.0% | +0.1% |
| 30D | +16.3% | +14.8% | +1.6% | +16.0% |
| 3M | +24.0% | +11.9% | +12.1% | +23.7% |
| 6M | +30.0% | +42.4% | -12.4% | +29.0% |
| YTD | +36.1% | +87.4% | -51.3% | +34.1% |
| 1Y | +46.8% | +97.2% | -50.4% | +44.4% |
| 3Y | +30.5% | +375.7% | -345.2% | +25.8% |
| 5Y | +17.9% | +379.0% | -361.1% | +11.0% |
| All | +17.9% | +433.0% | -415.1% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling