+5.1%
KDP vs TCOM
+26.3%
-21.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +2.1% | -7.6% | +9.7% | +2.1% |
| 30D | +8.5% | -12.2% | +20.7% | +8.6% |
| 3M | +6.6% | -14.2% | +20.8% | +6.7% |
| 6M | +17.1% | -25.0% | +42.1% | +17.3% |
| YTD | +19.0% | -43.7% | +62.7% | +19.7% |
| 1Y | +21.8% | -44.5% | +66.3% | +22.4% |
| 3Y | +6.4% | +13.4% | -7.0% | +5.4% |
| 5Y | +5.1% | +26.5% | -21.3% | +4.3% |
| All | +5.1% | +26.3% | -21.2% | +4.3% |
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