+17.0%
KDP vs ROK
+19.3%
-2.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.2% | -13.8% | +16.0% | +3.4% |
| 30D | +19.9% | -14.9% | +34.9% | +21.4% |
| 3M | +21.5% | -14.7% | +36.2% | +22.9% |
| 6M | +30.1% | -17.7% | +47.8% | +31.8% |
| YTD | +34.9% | -2.5% | +37.4% | +34.0% |
| 1Y | +43.4% | +2.3% | +41.1% | +41.7% |
| 3Y | +29.1% | +52.7% | -23.7% | +19.9% |
| All | +17.0% | +19.3% | -2.3% | +13.8% |
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