+24.9%
KDP vs ROIV
+232.7%
-207.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | +1.3% | +0.6% | +0.6% | +1.3% |
| 30D | +6.0% | +1.0% | +5.0% | +6.0% |
| 3M | +9.2% | +18.3% | -9.1% | +8.8% |
| 6M | +14.7% | +18.3% | -3.6% | +14.3% |
| YTD | +19.2% | +61.0% | -41.8% | +17.9% |
| 1Y | +15.2% | +177.9% | -162.7% | +12.6% |
| 3Y | +6.0% | +199.1% | -193.1% | +3.2% |
| 5Y | +5.4% | +250.7% | -245.3% | +0.7% |
| All | +24.9% | +232.7% | -207.7% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling