+247.9%
KDP vs ROK
+264.0%
-16.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -0.8% | +7.1% | -7.9% | -1.8% |
| 30D | +9.7% | -5.0% | +14.7% | +10.2% |
| 3M | +17.6% | -9.4% | +27.0% | +19.0% |
| 6M | +25.8% | -11.0% | +36.8% | +27.2% |
| YTD | +33.9% | +4.4% | +29.4% | +31.4% |
| 1Y | +38.9% | +7.4% | +31.5% | +35.6% |
| 3Y | +26.8% | +61.0% | -34.2% | +12.8% |
| 5Y | +16.3% | +30.4% | -14.0% | +6.2% |
| All | +247.9% | +264.0% | -16.1% | +159.2% |
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