+280.2%
COP vs KDP
+1,132.0%
-851.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +3.0% | +1.3% | +1.7% | +2.5% |
| 30D | +17.5% | +6.0% | +11.5% | +14.7% |
| 3M | +13.4% | +9.2% | +4.2% | +8.9% |
| 6M | +17.7% | +14.7% | +3.0% | +10.5% |
| YTD | +46.6% | +19.2% | +27.4% | +35.4% |
| 1Y | +44.6% | +15.2% | +29.4% | +34.7% |
| 3Y | +20.7% | +6.0% | +14.7% | +13.5% |
| 5Y | +185.0% | +5.4% | +179.6% | +164.8% |
| 10Y | +347.0% | +171.9% | +175.1% | +171.9% |
| All | +280.2% | +1,132.0% | -851.8% | +8.7% |
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