+256.4%
KDP vs COO
+38.3%
+218.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.9% |
| 7D | +8.2% | +4.5% | +3.7% | +7.1% |
| 30D | +18.4% | +16.9% | +1.4% | +14.0% |
| 3M | +29.2% | -16.7% | +45.9% | +34.5% |
| 6M | +32.3% | +5.9% | +26.3% | +29.8% |
| YTD | +38.5% | -22.4% | +60.9% | +46.1% |
| 1Y | +48.5% | -10.1% | +58.6% | +50.9% |
| 3Y | +32.5% | -22.8% | +55.2% | +36.1% |
| 5Y | +19.7% | -41.4% | +61.1% | +30.7% |
| 10Y | +256.4% | +41.3% | +215.1% | +211.7% |
| All | +256.4% | +38.3% | +218.0% | +211.7% |
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