+29.1%
KDP vs TE
-36.2%
+65.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.7% |
| 7D | +2.2% | -12.6% | +14.8% | +2.2% |
| 30D | +19.9% | -36.7% | +56.7% | +20.1% |
| 3M | +21.5% | -57.5% | +79.0% | +21.9% |
| 6M | +30.1% | -55.2% | +85.3% | +29.8% |
| YTD | +34.9% | -64.7% | +99.6% | +34.6% |
| 1Y | +43.4% | -35.9% | +79.3% | +41.5% |
| 3Y | +29.1% | -31.8% | +60.9% | +24.8% |
| All | +29.1% | -36.2% | +65.3% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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