+5.1%
KDP vs TECK
+207.5%
-202.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.3% |
| 7D | +2.1% | +7.8% | -5.7% | +1.8% |
| 30D | +8.5% | +8.3% | +0.2% | +8.1% |
| 3M | +6.6% | +16.1% | -9.5% | +5.8% |
| 6M | +17.1% | +42.9% | -25.8% | +14.8% |
| YTD | +19.0% | +50.8% | -31.7% | +16.3% |
| 1Y | +21.8% | +106.1% | -84.3% | +16.8% |
| 3Y | +6.4% | +84.0% | -77.6% | +1.5% |
| 5Y | +5.1% | +223.5% | -218.3% | -5.7% |
| All | +5.1% | +207.5% | -202.3% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling