+5.0%
KDP vs COPX
+193.3%
-188.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.5% |
| 7D | -1.6% | +6.0% | -7.5% | -1.9% |
| 30D | +9.5% | +6.4% | +3.1% | +9.1% |
| 3M | +2.6% | +19.3% | -16.7% | +1.5% |
| 6M | +15.6% | +16.2% | -0.6% | +14.1% |
| YTD | +17.3% | +33.2% | -15.8% | +14.4% |
| 1Y | +20.1% | +90.2% | -70.1% | +13.7% |
| 3Y | +4.9% | +175.7% | -170.8% | -6.0% |
| 5Y | +5.0% | +193.1% | -188.1% | -7.4% |
| All | +5.0% | +193.3% | -188.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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