+179.8%
KDP vs ROST
+299.2%
-119.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.1% |
| 7D | -1.6% | -2.2% | +0.7% | -1.1% |
| 30D | +9.5% | -11.4% | +20.9% | +12.0% |
| 3M | +2.6% | -1.6% | +4.3% | +2.8% |
| 6M | +15.6% | +6.8% | +8.8% | +13.7% |
| YTD | +17.3% | +25.8% | -8.5% | +11.5% |
| 1Y | +20.1% | +52.4% | -32.3% | +9.7% |
| 3Y | +4.9% | +94.4% | -89.5% | -9.7% |
| 5Y | +5.0% | +108.2% | -103.2% | -12.6% |
| 10Y | +179.8% | +308.5% | -128.7% | +98.9% |
| All | +179.8% | +299.2% | -119.4% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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