+256.4%
KDP vs TAP
-48.8%
+305.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +8.2% | -4.5% | +12.7% | +9.4% |
| 30D | +18.4% | +7.5% | +10.9% | +16.4% |
| 3M | +29.2% | -4.9% | +34.1% | +30.6% |
| 6M | +32.3% | -3.5% | +35.8% | +33.1% |
| YTD | +38.5% | -11.4% | +49.9% | +41.8% |
| 1Y | +48.5% | -10.8% | +59.3% | +51.8% |
| 3Y | +32.5% | -24.5% | +56.9% | +38.9% |
| 5Y | +19.7% | +2.5% | +17.2% | +17.6% |
| 10Y | +256.4% | -47.6% | +304.0% | +273.3% |
| All | +256.4% | -48.8% | +305.2% | +273.3% |
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