+6.8%
KDP vs ROP
-13.6%
+20.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | 0.0% |
| 7D | +1.3% | -4.4% | +5.7% | +2.4% |
| 30D | +6.0% | +3.2% | +2.8% | +5.2% |
| 3M | +9.2% | +23.1% | -13.9% | +3.8% |
| 6M | +14.7% | +13.3% | +1.4% | +10.9% |
| YTD | +19.2% | -7.9% | +27.0% | +21.7% |
| 1Y | +15.2% | -22.1% | +37.2% | +23.5% |
| 3Y | +6.0% | -16.8% | +22.8% | +10.3% |
| All | +6.8% | -13.6% | +20.4% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling