+441.7%
KO vs KDP
+1,132.0%
-690.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -1.8% | +1.3% | -3.0% | -2.2% |
| 30D | +1.4% | +6.0% | -4.6% | -0.5% |
| 3M | +15.4% | +9.2% | +6.2% | +12.0% |
| 6M | +14.3% | +14.7% | -0.4% | +9.0% |
| YTD | +27.7% | +19.2% | +8.5% | +20.2% |
| 1Y | +32.7% | +15.2% | +17.5% | +25.9% |
| 3Y | +62.2% | +6.0% | +56.2% | +56.9% |
| 5Y | +80.0% | +5.4% | +74.6% | +74.1% |
| 10Y | +175.6% | +171.9% | +3.8% | +93.0% |
| All | +441.7% | +1,132.0% | -690.3% | +120.7% |
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