+4.4%
KDP vs TDY
+44.8%
-40.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | -1.6% | -1.8% | +0.3% | -1.4% |
| 30D | +9.5% | -13.8% | +23.3% | +11.4% |
| 3M | +2.6% | -3.9% | +6.5% | +2.8% |
| 6M | +15.6% | -9.0% | +24.6% | +16.6% |
| YTD | +17.3% | +16.5% | +0.8% | +13.5% |
| 1Y | +20.1% | +9.3% | +10.8% | +17.2% |
| All | +4.4% | +44.8% | -40.4% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling