+1,117.5%
KDP vs ROST
+3,166.1%
-2,048.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.3% | +0.9% | +0.3% | +1.0% |
| 30D | +6.0% | -8.9% | +14.9% | +8.4% |
| 3M | +9.2% | -0.8% | +10.0% | +9.1% |
| 6M | +14.7% | +8.5% | +6.2% | +11.7% |
| YTD | +19.2% | +28.6% | -9.4% | +11.0% |
| 1Y | +15.2% | +52.3% | -37.2% | +2.6% |
| 3Y | +6.0% | +94.8% | -88.9% | -12.6% |
| 5Y | +5.4% | +110.8% | -105.3% | -17.3% |
| 10Y | +171.9% | +304.5% | -132.7% | +62.7% |
| All | +1,117.5% | +3,166.1% | -2,048.6% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling