+239.3%
KDP vs ROL
+222.1%
+17.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.3% |
| 7D | +0.3% | +7.5% | -7.2% | -1.5% |
| 30D | +16.3% | +21.1% | -4.8% | +10.9% |
| 3M | +24.0% | +3.1% | +20.8% | +22.8% |
| 6M | +30.0% | -27.4% | +57.4% | +39.6% |
| YTD | +36.1% | -34.7% | +70.8% | +49.6% |
| 1Y | +46.8% | -32.9% | +79.8% | +60.3% |
| 3Y | +30.5% | +6.1% | +24.3% | +27.1% |
| 5Y | +17.9% | +16.3% | +1.6% | +10.4% |
| 10Y | +239.3% | +214.9% | +24.4% | +141.3% |
| All | +239.3% | +222.1% | +17.2% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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