+5.1%
KDP vs TE
-41.1%
+46.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.0% | -10.1% | -0.2% |
| 7D | +2.1% | +18.2% | -16.2% | +1.9% |
| 30D | +8.5% | -13.5% | +22.0% | +8.6% |
| 3M | +6.6% | -44.6% | +51.2% | +7.2% |
| 6M | +17.1% | -24.7% | +41.8% | +16.7% |
| YTD | +19.0% | -24.3% | +43.3% | +18.3% |
| 1Y | +21.8% | +155.6% | -133.8% | +17.6% |
| 3Y | +6.4% | -18.3% | +24.7% | +3.5% |
| 5Y | +5.1% | -41.3% | +46.4% | +1.5% |
| All | +5.1% | -41.1% | +46.2% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling