+175.4%
KDP vs TEL
+301.9%
-126.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | +9.5% | -4.1% | +13.6% | +10.2% |
| 3M | +2.6% | -2.6% | +5.2% | +2.8% |
| 6M | +15.6% | 0.0% | +15.6% | +14.6% |
| YTD | +17.3% | -9.1% | +26.4% | +18.3% |
| 1Y | +20.1% | -0.8% | +20.9% | +18.4% |
| 3Y | +4.9% | +67.4% | -62.5% | -10.0% |
| 5Y | +5.0% | +51.8% | -46.8% | -9.0% |
| All | +175.4% | +301.9% | -126.5% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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