+22.6%
KDP vs COO
-41.3%
+64.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +4.0% | -2.3% | +6.3% | +4.5% |
| 30D | +16.8% | +13.3% | +3.5% | +13.9% |
| 3M | +32.0% | -18.1% | +50.1% | +36.7% |
| 6M | +35.2% | +6.7% | +28.5% | +33.1% |
| YTD | +40.9% | -23.2% | +64.1% | +47.4% |
| 1Y | +47.7% | -12.3% | +59.9% | +50.3% |
| 3Y | +34.8% | -23.6% | +58.3% | +37.5% |
| 5Y | +22.6% | -38.7% | +61.3% | +31.0% |
| All | +22.6% | -41.3% | +64.0% | +31.0% |
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