+239.1%
KDP vs TECK
+203.4%
+35.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.9% | -3.5% | -7.1% |
| 7D | -4.0% | +2.1% | -6.1% | -4.2% |
| 30D | +8.5% | -8.9% | +17.4% | +9.2% |
| 3M | +20.7% | -7.1% | +27.8% | +21.2% |
| 6M | +23.2% | -7.0% | +30.2% | +23.3% |
| YTD | +30.5% | +28.3% | +2.1% | +26.4% |
| 1Y | +35.9% | +40.6% | -4.7% | +30.4% |
| 3Y | +24.8% | +78.2% | -53.4% | +15.0% |
| 5Y | +13.4% | +129.5% | -116.1% | -1.1% |
| All | +239.1% | +203.4% | +35.6% | +144.9% |
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