+453.3%
COF vs KDP
+1,132.0%
-678.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +1.8% | +1.3% | +0.5% | +1.2% |
| 30D | -0.6% | +6.0% | -6.5% | -3.7% |
| 3M | +20.3% | +9.2% | +11.1% | +14.2% |
| 6M | +13.0% | +14.7% | -1.7% | +3.8% |
| YTD | -8.3% | +19.2% | -27.5% | -17.9% |
| 1Y | -1.5% | +15.2% | -16.6% | -10.9% |
| 3Y | +122.3% | +6.0% | +116.3% | +103.5% |
| 5Y | +52.5% | +5.4% | +47.1% | +39.1% |
| 10Y | +264.9% | +171.9% | +93.0% | +75.4% |
| All | +453.3% | +1,132.0% | -678.7% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling