-8.6%
COF vs KDP
+39.5%
-48.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | +0.4% | +9.7% | -9.3% | -0.4% |
| 3M | -12.5% | +17.6% | -30.2% | -13.6% |
| 6M | +8.3% | +25.8% | -17.5% | +7.1% |
| YTD | -18.6% | +33.9% | -52.4% | -20.0% |
| 1Y | -8.6% | +38.9% | -47.5% | -11.4% |
| All | -8.6% | +39.5% | -48.1% | -11.4% |
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