+17.6%
KDP vs ROKU
+62.9%
-45.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | +6.2% | +2.1% | +4.1% | +6.1% |
| 3M | +1.2% | +29.5% | -28.3% | +0.7% |
| 6M | +15.3% | +53.8% | -38.4% | +14.2% |
| YTD | +14.8% | +42.8% | -28.0% | +14.8% |
| 1Y | +17.6% | +60.7% | -43.1% | +14.8% |
| All | +17.6% | +62.9% | -45.3% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling