+1,117.5%
KDP vs TCOM
+156.2%
+961.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +1.3% | -9.5% | +10.8% | +2.1% |
| 30D | +6.0% | -10.7% | +16.7% | +6.9% |
| 3M | +9.2% | -14.6% | +23.8% | +10.4% |
| 6M | +14.7% | -19.3% | +34.0% | +16.4% |
| YTD | +19.2% | -42.9% | +62.1% | +24.0% |
| 1Y | +15.2% | -43.8% | +59.0% | +19.9% |
| 3Y | +6.0% | +2.1% | +3.9% | +3.1% |
| 5Y | +5.4% | +31.2% | -25.8% | -2.9% |
| 10Y | +171.9% | -13.9% | +185.8% | +151.0% |
| All | +1,117.5% | +156.2% | +961.3% | +648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling