+1,278.3%
KDP vs TAP
+12.4%
+1,266.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.6% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +19.9% | +9.1% | +10.8% | +16.9% |
| 3M | +21.5% | -3.8% | +25.3% | +22.6% |
| 6M | +30.1% | -3.4% | +33.5% | +31.0% |
| YTD | +34.9% | -10.6% | +45.6% | +38.6% |
| 1Y | +43.4% | -4.4% | +47.8% | +44.3% |
| 3Y | +29.1% | -24.4% | +53.4% | +37.0% |
| 5Y | +15.0% | +2.1% | +12.9% | +10.9% |
| 10Y | +234.1% | -48.7% | +282.8% | +278.5% |
| All | +1,278.3% | +12.4% | +1,266.0% | +854.5% |
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