+256.4%
KDP vs ROK
+270.1%
-13.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.5% |
| 7D | +8.2% | -11.0% | +19.2% | +9.9% |
| 30D | +18.4% | -8.2% | +26.5% | +19.5% |
| 3M | +29.2% | -8.5% | +37.7% | +30.5% |
| 6M | +32.3% | -12.0% | +44.2% | +34.0% |
| YTD | +38.5% | +3.1% | +35.4% | +36.2% |
| 1Y | +48.5% | +2.9% | +45.6% | +46.0% |
| 3Y | +32.5% | +60.7% | -28.2% | +17.8% |
| 5Y | +19.7% | +29.5% | -9.8% | +9.3% |
| 10Y | +256.4% | +262.6% | -6.2% | +168.0% |
| All | +256.4% | +270.1% | -13.7% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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