+17.0%
KDP vs COO
-41.6%
+58.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +2.2% | +4.7% | -2.5% | +1.3% |
| 30D | +19.9% | +13.9% | +6.0% | +16.9% |
| 3M | +21.5% | -14.9% | +36.4% | +24.9% |
| 6M | +30.1% | +2.0% | +28.1% | +29.2% |
| YTD | +34.9% | -23.9% | +58.9% | +41.4% |
| 1Y | +43.4% | -9.6% | +53.0% | +45.1% |
| 3Y | +29.1% | -25.4% | +54.5% | +32.4% |
| All | +17.0% | -41.6% | +58.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling