+2,095.4%
COST vs KDP
+1,248.7%
+846.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +2.6% |
| 7D | +2.5% | -4.0% | +6.5% | +3.6% |
| 30D | +14.6% | +8.5% | +6.1% | +11.7% |
| 3M | +15.2% | +20.7% | -5.5% | +8.7% |
| 6M | +7.2% | +23.2% | -16.0% | +0.2% |
| YTD | +27.4% | +30.5% | -3.1% | +16.7% |
| 1Y | +20.2% | +35.9% | -15.7% | +8.7% |
| 3Y | +96.9% | +24.8% | +72.0% | +80.0% |
| 5Y | +122.8% | +13.4% | +109.4% | +109.7% |
| 10Y | +764.3% | +239.3% | +524.9% | +458.5% |
| All | +2,095.4% | +1,248.7% | +846.7% | +763.8% |
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