+17.0%
KDP vs TE
-79.6%
+96.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.7% |
| 7D | +2.2% | -12.6% | +14.8% | +2.3% |
| 30D | +19.9% | -36.7% | +56.7% | +20.4% |
| 3M | +21.5% | -57.5% | +79.0% | +22.4% |
| 6M | +30.1% | -55.2% | +85.3% | +30.1% |
| YTD | +34.9% | -64.7% | +99.6% | +35.0% |
| 1Y | +43.4% | -35.9% | +79.3% | +41.4% |
| 3Y | +29.1% | -31.8% | +60.9% | +24.3% |
| All | +17.0% | -79.6% | +96.6% | +15.0% |
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