+280.7%
COP vs KDP
+1,306.6%
-1,025.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | -8.4% | +0.3% | -8.8% | -8.8% |
| 30D | +0.3% | +16.3% | -16.0% | -5.5% |
| 3M | +15.1% | +24.0% | -8.9% | +5.5% |
| 6M | +19.8% | +30.0% | -10.2% | +7.2% |
| YTD | +46.8% | +36.1% | +10.7% | +28.4% |
| 1Y | +59.7% | +46.8% | +12.9% | +35.7% |
| 3Y | +28.7% | +30.5% | -1.8% | +11.4% |
| 5Y | +110.7% | +17.9% | +92.8% | +87.5% |
| 10Y | +298.3% | +239.3% | +59.0% | +120.9% |
| All | +280.7% | +1,306.6% | -1,025.8% | +3.1% |
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