+81.7%
KO vs KDP
+3.6%
+78.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -0.8% | -1.6% | +0.8% | -0.1% |
| 30D | +0.8% | +9.5% | -8.7% | -3.2% |
| 3M | +8.3% | +2.6% | +5.7% | +6.8% |
| 6M | +14.0% | +15.6% | -1.6% | +6.7% |
| YTD | +26.9% | +17.3% | +9.6% | +17.8% |
| 1Y | +32.7% | +20.1% | +12.6% | +21.3% |
| 3Y | +63.9% | +4.9% | +59.0% | +57.0% |
| 5Y | +81.7% | +5.0% | +76.7% | +75.1% |
| All | +81.7% | +3.6% | +78.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 5y: compounded portfolio wealth divided by compounded KDP 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…
5y analysis · Full analysis span regression · 6 months rolling