+1,232.8%
KDP vs COO
+558.2%
+674.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.2% | -7.1% |
| 7D | -4.0% | -2.1% | -1.9% | -3.5% |
| 30D | +8.5% | +13.9% | -5.5% | +5.3% |
| 3M | +20.7% | -18.9% | +39.6% | +26.3% |
| 6M | +23.2% | +3.7% | +19.4% | +21.6% |
| YTD | +30.5% | -24.1% | +54.6% | +38.1% |
| 1Y | +35.9% | -14.2% | +50.1% | +39.5% |
| 3Y | +24.8% | -24.5% | +49.3% | +29.2% |
| 5Y | +13.4% | -40.4% | +53.8% | +22.4% |
| 10Y | +239.3% | +40.5% | +198.8% | +193.0% |
| All | +1,232.8% | +558.2% | +674.6% | +630.6% |
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