+29.1%
KDP vs ROST
+95.7%
-66.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +19.9% | +2.5% | +17.5% | +19.5% |
| 3M | +21.5% | -9.0% | +30.4% | +22.9% |
| 6M | +30.1% | +1.3% | +28.8% | +29.7% |
| YTD | +34.9% | +29.1% | +5.9% | +29.0% |
| 1Y | +43.4% | +45.4% | -2.0% | +34.0% |
| 3Y | +29.1% | +94.9% | -65.8% | +13.7% |
| All | +29.1% | +95.7% | -66.6% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling