+30.1%
KDP vs TEM
+49.6%
-19.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -0.5% |
| 7D | +2.2% | +5.3% | -3.1% | +2.3% |
| 30D | +19.9% | +8.1% | +11.8% | +20.2% |
| 3M | +21.5% | +64.9% | -43.4% | +22.7% |
| 6M | +30.1% | +42.1% | -12.0% | +30.5% |
| All | +30.1% | +49.6% | -19.5% | +30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling