+35.9%
KDP vs TEM
+6.3%
+29.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.5% | -2.9% | -7.5% |
| 7D | -4.0% | +7.8% | -11.7% | -3.7% |
| 30D | +8.5% | +11.2% | -2.8% | +8.9% |
| 3M | +20.7% | +39.0% | -18.3% | +22.2% |
| 6M | +23.2% | +61.6% | -38.5% | +26.0% |
| YTD | +30.5% | +28.5% | +2.0% | +32.2% |
| 1Y | +35.9% | +6.7% | +29.1% | +38.0% |
| All | +35.9% | +6.3% | +29.6% | +38.0% |
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