+1,339.3%
KDP vs COO
+566.0%
+773.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| 3M | +32.0% | -18.1% | +50.1% | +37.8% |
| 6M | +35.2% | +6.7% | +28.5% | +32.5% |
| YTD | +40.9% | -23.2% | +64.1% | +48.7% |
| 1Y | +47.7% | -12.3% | +59.9% | +50.8% |
| 3Y | +34.8% | -23.6% | +58.3% | +39.1% |
| 5Y | +22.6% | -38.7% | +61.3% | +31.4% |
| 10Y | +266.4% | +42.2% | +224.2% | +215.5% |
| All | +1,339.3% | +566.0% | +773.3% | +686.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling