-1.5%
COF vs KDP
+15.4%
-16.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.7% |
| 30D | -0.6% | +6.0% | -6.5% | -0.9% |
| 3M | +20.3% | +9.2% | +11.1% | +20.0% |
| 6M | +13.0% | +14.7% | -1.7% | +12.4% |
| YTD | -8.3% | +19.2% | -27.5% | -9.0% |
| 1Y | -1.5% | +15.2% | -16.6% | -1.1% |
| All | -1.5% | +15.4% | -16.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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