+6.8%
KDP vs ROST
+111.8%
-104.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.3% | +0.9% | +0.3% | +1.1% |
| 30D | +6.0% | -8.9% | +14.9% | +7.3% |
| 3M | +9.2% | -0.8% | +10.0% | +9.2% |
| 6M | +14.7% | +8.5% | +6.2% | +13.0% |
| YTD | +19.2% | +28.6% | -9.4% | +14.2% |
| 1Y | +15.2% | +52.3% | -37.2% | +7.4% |
| 3Y | +6.0% | +94.8% | -88.9% | -5.5% |
| All | +6.8% | +111.8% | -104.9% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling