+181.5%
KDP vs ROKU
+883.2%
-701.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +8.5% | +1.5% | +7.0% | +8.4% |
| 3M | +6.6% | +25.7% | -19.1% | +5.6% |
| 6M | +17.1% | +54.5% | -37.4% | +15.0% |
| YTD | +19.0% | +43.2% | -24.1% | +17.2% |
| 1Y | +21.8% | +56.3% | -34.5% | +19.4% |
| 3Y | +6.4% | +86.1% | -79.7% | +2.0% |
| 5Y | +5.1% | -53.6% | +58.7% | +4.7% |
| All | +181.5% | +883.2% | -701.6% | +150.1% |
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