+325.1%
COP vs KDP
+175.4%
+149.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.8% | +2.1% | -2.9% | -1.5% |
| 30D | +15.6% | +8.5% | +7.1% | +12.5% |
| 3M | +14.3% | +6.6% | +7.7% | +11.5% |
| 6M | +17.0% | +17.1% | -0.1% | +10.3% |
| YTD | +47.4% | +19.0% | +28.4% | +38.0% |
| 1Y | +52.4% | +21.8% | +30.6% | +41.0% |
| 3Y | +20.8% | +6.4% | +14.4% | +14.7% |
| 5Y | +191.7% | +5.1% | +186.5% | +174.4% |
| 10Y | +325.1% | +175.8% | +149.2% | +231.0% |
| All | +325.1% | +175.4% | +149.7% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling