+20.1%
KDP vs TD
+61.8%
-41.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | -1.6% | -1.9% | +0.4% | -1.5% |
| 30D | +9.5% | -1.6% | +11.1% | +9.6% |
| 3M | +2.6% | +4.6% | -2.0% | +2.1% |
| 6M | +15.6% | +26.8% | -11.2% | +12.3% |
| YTD | +17.3% | +28.3% | -11.0% | +13.6% |
| 1Y | +20.1% | +60.4% | -40.3% | +15.7% |
| All | +20.1% | +61.8% | -41.7% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling