+15.2%
KDP vs COR
+12.8%
+2.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | +1.3% | +2.8% | -1.5% | +1.1% |
| 30D | +6.0% | +4.5% | +1.5% | +5.6% |
| 3M | +9.2% | +22.7% | -13.5% | +7.6% |
| 6M | +14.7% | -9.7% | +24.4% | +14.8% |
| YTD | +19.2% | -1.4% | +20.6% | +18.5% |
| 1Y | +15.2% | +13.9% | +1.2% | +8.4% |
| All | +15.2% | +12.8% | +2.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling