+247.9%
KDP vs TCOM
+5.9%
+242.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.6% |
| 7D | -0.8% | -1.8% | +1.0% | -0.7% |
| 30D | +9.7% | +12.1% | -2.4% | +9.2% |
| 3M | +17.6% | -3.2% | +20.8% | +17.7% |
| 6M | +25.8% | -16.6% | +42.4% | +26.6% |
| YTD | +33.9% | -39.4% | +73.3% | +36.5% |
| 1Y | +38.9% | -41.5% | +80.4% | +41.8% |
| 3Y | +26.8% | +24.4% | +2.4% | +23.1% |
| 5Y | +16.3% | +41.6% | -25.2% | +10.0% |
| All | +247.9% | +5.9% | +242.0% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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