+64.1%
COP vs KDP
+42.4%
+21.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -11.5% | +2.2% | -13.7% | -11.4% |
| 30D | +5.0% | +19.9% | -15.0% | +4.6% |
| 3M | +17.5% | +21.5% | -4.0% | +17.1% |
| 6M | +16.2% | +30.1% | -13.9% | +14.4% |
| YTD | +48.8% | +34.9% | +13.8% | +45.3% |
| 1Y | +64.1% | +43.4% | +20.7% | +55.9% |
| All | +64.1% | +42.4% | +21.7% | +55.9% |
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 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