+239.3%
KDP vs ROP
+189.6%
+49.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | +0.3% | -1.6% | +2.0% | +0.9% |
| 30D | +16.3% | +29.5% | -13.2% | +7.3% |
| 3M | +24.0% | +17.5% | +6.4% | +17.8% |
| 6M | +30.0% | +38.1% | -8.1% | +17.0% |
| YTD | +36.1% | +7.0% | +29.1% | +32.2% |
| 1Y | +46.8% | +6.5% | +40.3% | +42.7% |
| 3Y | +30.5% | -5.5% | +36.0% | +30.6% |
| 5Y | +17.9% | -0.4% | +18.3% | +14.3% |
| 10Y | +239.3% | +183.6% | +55.7% | +159.1% |
| All | +239.3% | +189.6% | +49.6% | +159.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling