+37.5%
KDP vs TE
-53.0%
+90.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +1.3% | -4.0% | +5.2% | +1.3% |
| 30D | +6.0% | -15.9% | +21.9% | +6.1% |
| 3M | +9.2% | -60.5% | +69.7% | +10.3% |
| 6M | +14.7% | -35.2% | +49.9% | +14.5% |
| YTD | +19.2% | -31.1% | +50.3% | +18.6% |
| 1Y | +15.2% | +148.6% | -133.5% | +11.5% |
| 3Y | +6.0% | -26.4% | +32.4% | +3.1% |
| 5Y | +5.4% | -48.0% | +53.4% | +2.8% |
| All | +37.5% | -53.0% | +90.5% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling