+26.8%
KDP vs COO
-24.0%
+50.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | +9.7% | +14.2% | -4.4% | +7.2% |
| 3M | +17.6% | -18.2% | +35.8% | +21.2% |
| 6M | +25.8% | +5.3% | +20.4% | +24.7% |
| YTD | +33.9% | -23.6% | +57.4% | +39.1% |
| 1Y | +38.9% | -12.7% | +51.6% | +41.2% |
| 3Y | +26.8% | -24.2% | +51.0% | +25.6% |
| All | +26.8% | -24.0% | +50.8% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling