+43.5%
KDP vs COO
-7.7%
+51.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.9% | 0.0% | +4.4% |
| 7D | +5.3% | +8.4% | -3.1% | +3.3% |
| 30D | +19.1% | +13.5% | +5.6% | +15.6% |
| 3M | +19.2% | -13.8% | +32.9% | +21.6% |
| 6M | +29.3% | +4.7% | +24.6% | +29.1% |
| YTD | +35.5% | -21.4% | +56.9% | +40.2% |
| 1Y | +43.5% | -6.7% | +50.2% | +46.1% |
| All | +43.5% | -7.7% | +51.1% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling