+1,116.0%
KDP vs TDY
+939.1%
+176.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +2.1% | -0.9% | +3.0% | +2.3% |
| 30D | +8.5% | -12.5% | +20.9% | +12.5% |
| 3M | +6.6% | -1.2% | +7.8% | +6.6% |
| 6M | +17.1% | -6.6% | +23.6% | +18.5% |
| YTD | +19.0% | +18.5% | +0.6% | +12.1% |
| 1Y | +21.8% | +10.8% | +11.0% | +16.7% |
| 3Y | +6.4% | +47.5% | -41.1% | -7.5% |
| 5Y | +5.1% | +35.8% | -30.7% | -7.8% |
| 10Y | +175.8% | +459.0% | -283.1% | +46.9% |
| All | +1,116.0% | +939.1% | +176.9% | +364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling