+1,267.4%
KDP vs TDG
+7,845.1%
-6,577.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.3% |
| 7D | -0.8% | +1.7% | -2.5% | -1.1% |
| 30D | +9.7% | +9.7% | 0.0% | +7.4% |
| 3M | +17.6% | -2.3% | +19.9% | +18.2% |
| 6M | +25.8% | +1.3% | +24.5% | +25.0% |
| YTD | +33.9% | -8.5% | +42.3% | +35.6% |
| 1Y | +38.9% | -8.1% | +47.0% | +40.5% |
| 3Y | +26.8% | +43.4% | -16.6% | +13.0% |
| 5Y | +16.3% | +127.8% | -111.4% | -9.6% |
| 10Y | +248.1% | +554.4% | -306.3% | +85.8% |
| All | +1,267.4% | +7,845.1% | -6,577.6% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling