+175.8%
KDP vs COR
+397.4%
-221.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | +2.1% | -1.9% | +4.0% | +2.4% |
| 30D | +8.5% | +1.5% | +6.9% | +8.1% |
| 3M | +6.6% | +18.7% | -12.1% | +3.3% |
| 6M | +17.1% | -9.0% | +26.1% | +18.4% |
| YTD | +19.0% | -3.3% | +22.3% | +18.8% |
| 1Y | +21.8% | +9.8% | +11.9% | +18.5% |
| 3Y | +6.4% | +87.4% | -80.9% | -6.7% |
| 5Y | +5.1% | +180.5% | -175.4% | -14.4% |
| 10Y | +175.8% | +398.1% | -222.3% | +118.4% |
| All | +175.8% | +397.4% | -221.6% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling