+17.9%
KDP vs TCOM
+42.6%
-24.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.9% |
| 7D | +0.3% | +7.4% | -7.1% | +0.2% |
| 30D | +16.3% | +13.2% | +3.1% | +16.2% |
| 3M | +24.0% | -4.6% | +28.5% | +24.0% |
| 6M | +30.0% | -16.4% | +46.4% | +30.1% |
| YTD | +36.1% | -38.8% | +74.8% | +36.5% |
| 1Y | +46.8% | -37.3% | +84.2% | +47.3% |
| 3Y | +30.5% | +31.4% | -1.0% | +29.1% |
| 5Y | +17.9% | +45.5% | -27.6% | +15.4% |
| All | +17.9% | +42.6% | -24.7% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling