+219.1%
KDP vs ROKU
+915.9%
-696.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +2.2% | +3.5% | -1.3% | +2.1% |
| 30D | +19.9% | +5.1% | +14.8% | +19.7% |
| 3M | +21.5% | +7.0% | +14.5% | +21.2% |
| 6M | +30.1% | +25.4% | +4.7% | +28.9% |
| YTD | +34.9% | +48.0% | -13.0% | +32.6% |
| 1Y | +43.4% | +53.1% | -9.8% | +40.7% |
| 3Y | +29.1% | +92.7% | -63.6% | +23.8% |
| 5Y | +15.0% | -42.4% | +57.4% | +13.4% |
| All | +219.1% | +915.9% | -696.8% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling