+43.5%
KDP vs ROP
+10.4%
+33.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +2.0% | +5.2% |
| 7D | +5.3% | +11.7% | -6.4% | +3.7% |
| 30D | +19.1% | +35.5% | -16.4% | +14.5% |
| 3M | +19.2% | +25.6% | -6.5% | +15.3% |
| 6M | +29.3% | +39.3% | -10.0% | +24.0% |
| YTD | +35.5% | +11.6% | +23.9% | +28.8% |
| 1Y | +43.5% | +10.6% | +32.9% | +36.4% |
| All | +43.5% | +10.4% | +33.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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