+106.2%
COST vs KDP
+6.3%
+100.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -3.2% | +2.1% | -5.2% | -3.8% |
| 30D | -4.0% | +8.5% | -12.4% | -6.3% |
| 3M | -6.5% | +6.6% | -13.1% | -8.5% |
| 6M | -8.5% | +17.1% | -25.6% | -13.2% |
| YTD | +6.0% | +19.0% | -13.0% | -0.1% |
| 1Y | -5.8% | +21.8% | -27.6% | -12.3% |
| 3Y | +71.8% | +6.4% | +65.4% | +65.9% |
| 5Y | +106.2% | +5.1% | +101.1% | +102.2% |
| All | +106.2% | +6.3% | +100.0% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling