+68.5%
COST vs KDP
+2.4%
+66.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -3.7% | +2.5% | -0.6% |
| 30D | -4.7% | +6.2% | -10.9% | -5.7% |
| 3M | -7.1% | +1.2% | -8.3% | -7.5% |
| 6M | -8.5% | +15.3% | -23.9% | -10.9% |
| YTD | +5.4% | +14.8% | -9.4% | +2.7% |
| 1Y | -5.6% | +17.6% | -23.2% | -8.6% |
| 3Y | +68.5% | +2.1% | +66.4% | +72.1% |
| All | +68.5% | +2.4% | +66.1% | +72.1% |
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 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