+247.9%
KDP vs TECK
+198.5%
+49.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | -0.8% | -0.4% | -0.3% | -0.8% |
| 30D | +9.7% | -7.1% | +16.8% | +10.3% |
| 3M | +17.6% | -5.5% | +23.1% | +18.0% |
| 6M | +25.8% | -9.7% | +35.5% | +26.2% |
| YTD | +33.9% | +26.3% | +7.6% | +29.9% |
| 1Y | +38.9% | +44.4% | -5.5% | +33.0% |
| 3Y | +26.8% | +70.1% | -43.3% | +17.4% |
| 5Y | +16.3% | +125.8% | -109.4% | +1.6% |
| All | +247.9% | +198.5% | +49.4% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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