+915.6%
KDP vs COPX
+118.6%
+797.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.9% |
| 7D | -0.8% | -2.8% | +2.0% | -0.5% |
| 30D | +9.7% | -14.3% | +24.1% | +11.7% |
| 3M | +17.6% | -19.0% | +36.7% | +20.4% |
| 6M | +25.8% | -24.4% | +50.2% | +29.2% |
| YTD | +33.9% | -3.2% | +37.1% | +32.1% |
| 1Y | +38.9% | +15.2% | +23.7% | +33.7% |
| 3Y | +26.8% | +127.6% | -100.8% | +8.6% |
| 5Y | +16.3% | +106.0% | -89.7% | -0.5% |
| 10Y | +248.1% | +313.7% | -65.6% | +150.1% |
| All | +915.6% | +118.6% | +797.0% | +679.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling