+172.1%
KDP vs ROKU
+875.4%
-703.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -4.3% | -2.6% | -1.7% | -4.2% |
| 30D | +7.8% | +2.1% | +5.7% | +7.7% |
| 3M | -0.1% | +31.8% | -31.8% | -1.1% |
| 6M | +14.0% | +53.3% | -39.3% | +12.0% |
| YTD | +15.1% | +42.1% | -27.0% | +13.3% |
| 1Y | +18.5% | +62.3% | -43.8% | +16.0% |
| 3Y | +2.9% | +84.6% | -81.8% | -1.4% |
| 5Y | +3.0% | -53.1% | +56.0% | +2.5% |
| All | +172.1% | +875.4% | -703.3% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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