+6.7%
KDP vs TECK
+76.5%
-69.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +6.0% | +4.6% | +1.4% | +5.9% |
| 3M | +9.2% | +2.8% | +6.3% | +9.2% |
| 6M | +14.7% | +24.9% | -10.2% | +13.9% |
| YTD | +19.2% | +44.7% | -25.6% | +17.8% |
| 1Y | +15.2% | +112.0% | -96.8% | +12.2% |
| All | +6.7% | +76.5% | -69.7% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling