+1,278.3%
KDP vs ROL
+1,443.6%
-165.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +2.2% | +9.5% | -7.3% | -0.4% |
| 30D | +19.9% | +22.9% | -3.0% | +13.1% |
| 3M | +21.5% | +3.5% | +17.9% | +20.0% |
| 6M | +30.1% | -29.4% | +59.5% | +42.4% |
| YTD | +34.9% | -36.1% | +71.0% | +51.5% |
| 1Y | +43.4% | -34.4% | +77.7% | +59.6% |
| 3Y | +29.1% | +4.0% | +25.1% | +25.4% |
| 5Y | +15.0% | +13.2% | +1.8% | +7.0% |
| 10Y | +234.1% | +219.7% | +14.4% | +118.1% |
| All | +1,278.3% | +1,443.6% | -165.3% | +433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling