+169.5%
KDP vs TDY
+479.2%
-309.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -3.7% | -1.1% | -2.6% | -3.4% |
| 30D | +6.2% | -12.0% | +18.2% | +9.3% |
| 3M | +1.2% | -3.2% | +4.4% | +1.7% |
| 6M | +15.3% | -7.9% | +23.2% | +16.9% |
| YTD | +14.8% | +18.2% | -3.4% | +9.2% |
| 1Y | +17.6% | +6.7% | +10.9% | +14.6% |
| 3Y | +2.1% | +47.5% | -45.4% | -9.3% |
| 5Y | +2.7% | +39.5% | -36.8% | -8.7% |
| All | +169.5% | +479.2% | -309.7% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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