+25.7%
COP vs KDP
+28.7%
-3.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -11.5% | +2.2% | -13.7% | -11.6% |
| 30D | +5.0% | +19.9% | -15.0% | +3.6% |
| 3M | +17.5% | +21.5% | -4.0% | +15.8% |
| 6M | +16.2% | +30.1% | -13.9% | +13.6% |
| YTD | +48.8% | +34.9% | +13.8% | +44.8% |
| 1Y | +64.1% | +43.4% | +20.7% | +58.8% |
| 3Y | +25.7% | +29.1% | -3.4% | +20.4% |
| All | +25.7% | +28.7% | -3.0% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling