+45.1%
KDP vs COO
-10.8%
+55.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +1.9% |
| 7D | +8.2% | +4.5% | +3.7% | +7.0% |
| 30D | +18.4% | +16.9% | +1.4% | +14.3% |
| 3M | +29.2% | -16.7% | +45.9% | +32.9% |
| 6M | +32.3% | +5.9% | +26.3% | +32.3% |
| YTD | +38.5% | -22.4% | +60.9% | +43.7% |
| All | +45.1% | -10.8% | +55.9% | +49.6% |
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