+1,339.3%
KDP vs ROST
+3,322.5%
-1,983.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +4.0% | -1.8% | +5.8% | +4.4% |
| 30D | +16.8% | +6.8% | +10.0% | +14.9% |
| 3M | +32.0% | -4.0% | +36.0% | +33.2% |
| 6M | +35.2% | +12.9% | +22.3% | +30.5% |
| YTD | +40.9% | +34.7% | +6.2% | +29.6% |
| 1Y | +47.7% | +49.5% | -1.8% | +32.1% |
| 3Y | +34.8% | +101.5% | -66.7% | +10.3% |
| 5Y | +22.6% | +120.7% | -98.1% | -4.7% |
| 10Y | +266.4% | +317.8% | -51.4% | +117.7% |
| All | +1,339.3% | +3,322.5% | -1,983.2% | +240.3% |
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 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