+175.8%
KDP vs ROP
+134.1%
+41.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.8% |
| 7D | +2.1% | -5.4% | +7.5% | +3.8% |
| 30D | +8.5% | -1.6% | +10.1% | +9.0% |
| 3M | +6.6% | +18.8% | -12.2% | +0.8% |
| 6M | +17.1% | +8.2% | +8.9% | +13.6% |
| YTD | +19.0% | -10.5% | +29.5% | +22.3% |
| 1Y | +21.8% | -23.7% | +45.5% | +31.8% |
| 3Y | +6.4% | -17.9% | +24.3% | +11.2% |
| 5Y | +5.1% | -15.3% | +20.5% | +7.2% |
| 10Y | +175.8% | +133.4% | +42.4% | +116.4% |
| All | +175.8% | +134.1% | +41.7% | +116.4% |
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 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