+14.9%
KDP vs TEM
+79.0%
-64.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.7% | +8.3% | +2.6% |
| 7D | -0.8% | -5.9% | +5.1% | -0.8% |
| 30D | +9.7% | +4.8% | +4.9% | +9.7% |
| 3M | +17.6% | +31.9% | -14.3% | +17.5% |
| 6M | +25.8% | +56.0% | -30.2% | +25.5% |
| YTD | +33.9% | +21.3% | +12.6% | +33.8% |
| 1Y | +38.9% | +5.4% | +33.5% | +38.9% |
| All | +14.9% | +79.0% | -64.1% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling