+15.2%
KDP vs TEM
-15.5%
+30.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.3% | +0.9% | +0.4% | +1.3% |
| 30D | +6.0% | +38.4% | -32.4% | +6.7% |
| 3M | +9.2% | +23.7% | -14.5% | +9.7% |
| 6M | +14.7% | +26.0% | -11.3% | +15.6% |
| YTD | +19.2% | +9.4% | +9.8% | +19.9% |
| 1Y | +15.2% | -17.3% | +32.5% | +14.7% |
| All | +15.2% | -15.5% | +30.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling