+35.9%
KDP vs ROST
+46.7%
-10.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.7% | -5.7% | -7.2% |
| 7D | -4.0% | +0.9% | -4.8% | -4.0% |
| 30D | +8.5% | +5.1% | +3.3% | +8.1% |
| 3M | +20.7% | -4.3% | +24.9% | +20.6% |
| 6M | +23.2% | +9.4% | +13.8% | +23.0% |
| YTD | +30.5% | +32.5% | -2.0% | +28.3% |
| 1Y | +35.9% | +46.9% | -11.0% | +31.0% |
| All | +35.9% | +46.7% | -10.9% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling