+169.5%
KDP vs TDG
+547.7%
-378.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -3.7% | -1.9% | -1.8% | -3.3% |
| 30D | +6.2% | -7.7% | +13.9% | +7.9% |
| 3M | +1.2% | -9.3% | +10.6% | +3.1% |
| 6M | +15.3% | -9.4% | +24.7% | +17.1% |
| YTD | +14.8% | -14.3% | +29.1% | +17.6% |
| 1Y | +17.6% | -11.8% | +29.4% | +19.6% |
| 3Y | +2.1% | +52.0% | -49.8% | -9.1% |
| 5Y | +2.7% | +128.8% | -126.1% | -18.1% |
| All | +169.5% | +547.7% | -378.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling