+21.8%
KDP vs ROST
+53.6%
-31.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.1% | +0.2% | +1.8% | +2.1% |
| 30D | +8.5% | -10.0% | +18.4% | +9.5% |
| 3M | +6.6% | +1.2% | +5.4% | +6.6% |
| 6M | +17.1% | +8.9% | +8.1% | +15.8% |
| YTD | +19.0% | +28.1% | -9.0% | +12.4% |
| 1Y | +21.8% | +53.0% | -31.2% | +6.3% |
| All | +21.8% | +53.6% | -31.8% | +6.3% |
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