+239.3%
KDP vs COR
+534.3%
-295.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.8% | +0.1% |
| 7D | +0.3% | +2.3% | -2.0% | -0.1% |
| 30D | +16.3% | +6.8% | +9.5% | +14.9% |
| 3M | +24.0% | +8.1% | +15.9% | +22.0% |
| 6M | +30.0% | +33.0% | -3.0% | +22.8% |
| YTD | +36.1% | +3.0% | +33.1% | +34.1% |
| 1Y | +46.8% | -3.4% | +50.2% | +46.5% |
| 3Y | +30.5% | +80.1% | -49.7% | +13.9% |
| 5Y | +17.9% | +194.7% | -176.8% | -7.0% |
| 10Y | +239.3% | +512.3% | -273.0% | +148.9% |
| All | +239.3% | +534.3% | -295.1% | +148.9% |
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