+179.8%
KDP vs TECK
+372.8%
-193.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.3% |
| 7D | -1.6% | +4.9% | -6.4% | -2.0% |
| 30D | +9.5% | +5.2% | +4.3% | +9.0% |
| 3M | +2.6% | +13.8% | -11.2% | +1.2% |
| 6M | +15.6% | +38.5% | -22.9% | +11.8% |
| YTD | +17.3% | +47.3% | -30.0% | +12.5% |
| 1Y | +20.1% | +81.0% | -60.9% | +12.8% |
| 3Y | +4.9% | +79.9% | -75.0% | -3.1% |
| 5Y | +5.0% | +207.9% | -202.9% | -11.0% |
| 10Y | +179.8% | +389.5% | -209.7% | +95.0% |
| All | +179.8% | +372.8% | -193.1% | +95.0% |
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