+1,290.0%
KDP vs TECK
+81.0%
+1,209.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.0% | -6.1% | +0.1% |
| 7D | +0.3% | +3.1% | -2.8% | 0.0% |
| 30D | +16.3% | -5.0% | +21.3% | +16.8% |
| 3M | +24.0% | -2.6% | +26.6% | +24.0% |
| 6M | +30.0% | 0.0% | +30.0% | +29.2% |
| YTD | +36.1% | +35.6% | +0.4% | +30.4% |
| 1Y | +46.8% | +58.1% | -11.3% | +38.3% |
| 3Y | +30.5% | +93.3% | -62.9% | +18.1% |
| 5Y | +17.9% | +153.7% | -135.8% | +0.9% |
| 10Y | +239.3% | +226.7% | +12.5% | +160.2% |
| All | +1,290.0% | +81.0% | +1,209.0% | +769.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling