+2.3%
KDP vs TEM
+61.6%
-59.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +9.2% | +23.7% | -14.5% | +9.1% |
| 6M | +14.7% | +26.0% | -11.3% | +14.5% |
| YTD | +19.2% | +9.4% | +9.8% | +19.1% |
| 1Y | +15.2% | -17.3% | +32.5% | +15.4% |
| All | +2.3% | +61.6% | -59.2% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling