+42.4%
KDP vs ROIV
+248.8%
-206.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.3% |
| 7D | +4.5% | -2.4% | +6.9% | +4.5% |
| 30D | +18.5% | +3.1% | +15.4% | +18.4% |
| 3M | +20.8% | +5.8% | +15.0% | +20.7% |
| 6M | +29.4% | +29.3% | +0.1% | +28.7% |
| YTD | +35.9% | +68.8% | -32.9% | +34.3% |
| 1Y | +42.5% | +81.0% | -38.6% | +40.5% |
| 3Y | +29.4% | +294.6% | -265.2% | +25.6% |
| 5Y | +15.8% | +373.1% | -357.3% | +10.6% |
| All | +42.4% | +248.8% | -206.3% | +35.3% |
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