+5.1%
KDP vs ROK
+46.6%
-41.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.1% | +2.8% | -0.7% | +1.8% |
| 30D | +8.5% | -2.4% | +10.9% | +8.7% |
| 3M | +6.6% | -4.7% | +11.3% | +6.9% |
| 6M | +17.1% | +16.8% | +0.3% | +14.7% |
| YTD | +19.0% | +11.4% | +7.7% | +17.1% |
| 1Y | +21.8% | +26.2% | -4.4% | +18.1% |
| 3Y | +6.4% | +51.9% | -45.4% | -0.3% |
| 5Y | +5.1% | +46.4% | -41.2% | +0.2% |
| All | +5.1% | +46.6% | -41.5% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling