+45.9%
KDP vs ROL
-32.4%
+78.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.3% |
| 7D | +0.3% | +7.5% | -7.2% | -1.4% |
| 30D | +16.3% | +21.1% | -4.8% | +10.8% |
| 3M | +24.0% | +3.1% | +20.8% | +22.4% |
| 6M | +30.0% | -27.4% | +57.4% | +38.0% |
| YTD | +36.1% | -34.7% | +70.8% | +46.3% |
| All | +45.9% | -32.4% | +78.3% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling