+1,117.5%
KDP vs TEL
+680.6%
+436.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.3% | +3.0% | -1.7% | +0.5% |
| 30D | +6.0% | -3.9% | +9.9% | +6.9% |
| 3M | +9.2% | -5.1% | +14.3% | +10.1% |
| 6M | +14.7% | +0.6% | +14.1% | +13.2% |
| YTD | +19.2% | -7.3% | +26.5% | +19.8% |
| 1Y | +15.2% | +1.1% | +14.0% | +12.6% |
| 3Y | +6.0% | +63.7% | -57.7% | -11.1% |
| 5Y | +5.4% | +50.7% | -45.2% | -11.0% |
| 10Y | +171.9% | +290.2% | -118.3% | +64.2% |
| All | +1,117.5% | +680.6% | +436.9% | +358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling