+1,117.5%
KDP vs TAP
+12.8%
+1,104.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.3% | -2.3% | +3.6% | +1.9% |
| 30D | +6.0% | -2.1% | +8.1% | +6.6% |
| 3M | +9.2% | +6.6% | +2.6% | +7.2% |
| 6M | +14.7% | -11.5% | +26.2% | +18.4% |
| YTD | +19.2% | -10.3% | +29.5% | +22.5% |
| 1Y | +15.2% | -14.4% | +29.6% | +19.7% |
| 3Y | +6.0% | -28.3% | +34.3% | +14.3% |
| 5Y | +5.4% | +1.7% | +3.7% | +1.8% |
| 10Y | +171.9% | -49.2% | +221.1% | +209.3% |
| All | +1,117.5% | +12.8% | +1,104.7% | +743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling