+229.6%
KDP vs TAP
-49.3%
+278.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.4% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +19.9% | +9.1% | +10.8% | +17.5% |
| 3M | +21.5% | -3.8% | +25.3% | +22.5% |
| 6M | +30.1% | -3.4% | +33.5% | +30.9% |
| YTD | +34.9% | -10.6% | +45.6% | +37.9% |
| 1Y | +43.4% | -4.4% | +47.8% | +44.3% |
| 3Y | +29.1% | -24.4% | +53.4% | +35.4% |
| 5Y | +15.0% | +2.1% | +12.9% | +12.9% |
| All | +229.6% | -49.3% | +278.9% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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