+1,117.5%
KDP vs COR
+2,225.9%
-1,108.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.4% |
| 7D | +1.3% | +2.8% | -1.5% | +0.6% |
| 30D | +6.0% | +4.5% | +1.5% | +4.6% |
| 3M | +9.2% | +22.7% | -13.5% | +3.4% |
| 6M | +14.7% | -9.7% | +24.4% | +16.8% |
| YTD | +19.2% | -1.4% | +20.6% | +18.2% |
| 1Y | +15.2% | +13.9% | +1.2% | +9.6% |
| 3Y | +6.0% | +94.0% | -88.0% | -13.5% |
| 5Y | +5.4% | +184.0% | -178.6% | -22.9% |
| 10Y | +171.9% | +406.8% | -234.9% | +59.4% |
| All | +1,117.5% | +2,225.9% | -1,108.4% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling