+175.8%
KDP vs TECH
+178.6%
-2.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +8.5% | +0.1% | +8.3% | +8.4% |
| 3M | +6.6% | +37.5% | -30.9% | +2.3% |
| 6M | +17.1% | +34.6% | -17.5% | +11.8% |
| YTD | +19.0% | +23.5% | -4.4% | +14.8% |
| 1Y | +21.8% | +34.4% | -12.6% | +15.7% |
| 3Y | +6.4% | +2.3% | +4.2% | +3.0% |
| 5Y | +5.1% | -41.7% | +46.9% | +9.7% |
| 10Y | +175.8% | +177.6% | -1.8% | +126.3% |
| All | +175.8% | +178.6% | -2.8% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling