+604.2%
COST vs KDP
+173.3%
+430.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | -2.5% | -4.3% | +1.8% | -1.4% |
| 30D | -4.4% | +7.8% | -12.3% | -6.2% |
| 3M | -8.1% | -0.1% | -8.0% | -8.3% |
| 6M | -9.2% | +14.0% | -23.2% | -12.5% |
| YTD | +5.1% | +15.1% | -10.0% | +1.0% |
| 1Y | -5.1% | +18.5% | -23.6% | -9.8% |
| 3Y | +70.4% | +2.9% | +67.5% | +66.5% |
| 5Y | +104.7% | +3.0% | +101.7% | +100.8% |
| All | +604.2% | +173.3% | +430.9% | +506.0% |
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