+1,314.5%
KDP vs TD
+659.1%
+655.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +8.2% | -0.7% | +8.9% | +8.4% |
| 30D | +18.4% | +7.6% | +10.7% | +15.6% |
| 3M | +29.2% | +3.0% | +26.2% | +27.8% |
| 6M | +32.3% | +16.8% | +15.4% | +25.3% |
| YTD | +38.5% | +34.3% | +4.1% | +25.0% |
| 1Y | +48.5% | +56.0% | -7.5% | +27.6% |
| 3Y | +32.5% | +132.4% | -99.9% | -1.5% |
| 5Y | +19.7% | +103.7% | -84.0% | -8.0% |
| 10Y | +256.4% | +299.2% | -42.8% | +109.3% |
| All | +1,314.5% | +659.1% | +655.4% | +452.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling