+176.2%
KDP vs ROL
+211.3%
-35.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.3% | -1.4% | +2.7% | +1.6% |
| 30D | +6.0% | -4.1% | +10.1% | +7.0% |
| 3M | +9.2% | -22.5% | +31.7% | +15.9% |
| 6M | +14.7% | -37.7% | +52.4% | +28.1% |
| YTD | +19.2% | -39.6% | +58.8% | +33.8% |
| 1Y | +15.2% | -36.0% | +51.2% | +27.2% |
| 3Y | +6.0% | -5.1% | +11.1% | +6.1% |
| 5Y | +5.4% | -3.4% | +8.8% | +3.3% |
| All | +176.2% | +211.3% | -35.1% | +103.8% |
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