+26.8%
KDP vs ROL
+5.9%
+20.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.9% |
| 7D | -0.8% | +3.0% | -3.8% | -1.6% |
| 30D | +9.7% | +19.8% | -10.1% | +4.4% |
| 3M | +17.6% | +7.9% | +9.7% | +14.9% |
| 6M | +25.8% | -25.6% | +51.4% | +35.5% |
| YTD | +33.9% | -34.1% | +68.0% | +48.4% |
| 1Y | +38.9% | -31.4% | +70.3% | +51.9% |
| 3Y | +26.8% | +4.7% | +22.1% | +22.2% |
| All | +26.8% | +5.9% | +20.9% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling