+47.8%
COF vs KDP
+3.6%
+44.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -2.7% | -1.6% | -1.1% | -2.2% |
| 30D | -3.4% | +9.5% | -12.9% | -5.8% |
| 3M | +15.4% | +2.6% | +12.8% | +14.3% |
| 6M | +14.4% | +15.6% | -1.2% | +9.3% |
| YTD | -12.0% | +17.3% | -29.3% | -16.6% |
| 1Y | -3.7% | +20.1% | -23.9% | -10.0% |
| 3Y | +121.1% | +4.9% | +116.1% | +111.5% |
| 5Y | +47.8% | +5.0% | +42.8% | +44.2% |
| All | +47.8% | +3.6% | +44.2% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling