+514.1%
KO vs KDP
+1,283.7%
-769.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.0% |
| 7D | +3.7% | -0.8% | +4.5% | +3.9% |
| 30D | +8.1% | +9.7% | -1.6% | +4.7% |
| 3M | +14.2% | +17.6% | -3.4% | +8.0% |
| 6M | +25.2% | +25.8% | -0.6% | +15.8% |
| YTD | +44.7% | +33.9% | +10.9% | +30.9% |
| 1Y | +43.4% | +38.9% | +4.5% | +28.1% |
| 3Y | +90.1% | +26.8% | +63.3% | +73.2% |
| 5Y | +103.0% | +16.3% | +86.6% | +89.7% |
| 10Y | +229.8% | +248.1% | -18.3% | +112.2% |
| All | +514.1% | +1,283.7% | -769.6% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling