+1,117.5%
KDP vs ROK
+1,063.0%
+54.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | +6.0% | -3.3% | +9.3% | +6.8% |
| 3M | +9.2% | -5.9% | +15.1% | +10.3% |
| 6M | +14.7% | +13.9% | +0.8% | +10.3% |
| YTD | +19.2% | +12.6% | +6.6% | +14.7% |
| 1Y | +15.2% | +28.6% | -13.4% | +7.1% |
| 3Y | +6.0% | +45.1% | -39.1% | -7.1% |
| 5Y | +5.4% | +45.6% | -40.1% | -9.9% |
| 10Y | +171.9% | +345.0% | -173.2% | +59.4% |
| All | +1,117.5% | +1,063.0% | +54.5% | +285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling