+6.8%
KDP vs COO
-38.8%
+45.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +1.3% | -2.2% | +3.5% | +1.7% |
| 30D | +6.0% | -7.0% | +13.0% | +7.5% |
| 3M | +9.2% | +12.2% | -3.0% | +6.9% |
| 6M | +14.7% | -15.1% | +29.8% | +18.1% |
| YTD | +19.2% | -15.1% | +34.3% | +22.7% |
| 1Y | +15.2% | +2.3% | +12.8% | +14.1% |
| 3Y | +6.0% | -23.7% | +29.6% | +8.8% |
| All | +6.8% | -38.8% | +45.6% | +14.8% |
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