+175.8%
KDP vs COO
+43.7%
+132.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.5% |
| 7D | +2.1% | -2.3% | +4.4% | +2.6% |
| 30D | +8.5% | -8.8% | +17.3% | +10.9% |
| 3M | +6.6% | +1.3% | +5.3% | +6.2% |
| 6M | +17.1% | -11.6% | +28.6% | +20.3% |
| YTD | +19.0% | -17.4% | +36.5% | +24.2% |
| 1Y | +21.8% | -1.6% | +23.4% | +21.4% |
| 3Y | +6.4% | -22.6% | +29.1% | +9.9% |
| 5Y | +5.1% | -40.3% | +45.5% | +15.1% |
| 10Y | +175.8% | +45.2% | +130.6% | +134.4% |
| All | +175.8% | +43.7% | +132.1% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling