+61.7%
KDP vs TENB
+3.0%
+58.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.3% | -9.1% | +10.4% | +2.1% |
| 30D | +6.0% | -4.9% | +10.8% | +6.3% |
| 3M | +9.2% | +16.9% | -7.7% | +6.8% |
| 6M | +14.7% | +68.0% | -53.3% | +7.7% |
| YTD | +19.2% | +45.6% | -26.4% | +13.3% |
| 1Y | +15.2% | +12.7% | +2.4% | +12.6% |
| 3Y | +6.0% | -24.4% | +30.4% | +6.9% |
| 5Y | +5.4% | -26.7% | +32.1% | +2.8% |
| All | +61.7% | +3.0% | +58.7% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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