+23.6%
KDP vs ROP
-5.5%
+29.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -4.0% | -2.7% | -1.3% | -3.5% |
| 30D | +8.5% | +29.7% | -21.3% | +3.3% |
| 3M | +20.7% | +21.2% | -0.5% | +16.2% |
| 6M | +23.2% | +48.3% | -25.1% | +14.7% |
| YTD | +30.5% | +8.4% | +22.1% | +28.9% |
| 1Y | +35.9% | +6.0% | +29.9% | +34.9% |
| All | +23.6% | -5.5% | +29.1% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling