+25.8%
KDP vs TDG
+2.9%
+22.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | +9.7% | +9.7% | 0.0% | +7.6% |
| 3M | +17.6% | -2.3% | +19.9% | +17.3% |
| 6M | +25.8% | +1.3% | +24.5% | +25.1% |
| All | +25.8% | +2.9% | +22.8% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling