+21.8%
KDP vs TFC
+13.2%
+8.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +2.1% | +2.2% | -0.2% | +1.7% |
| 30D | +8.5% | -2.5% | +10.9% | +8.8% |
| 3M | +6.6% | +4.5% | +2.1% | +6.3% |
| 6M | +17.1% | +11.0% | +6.1% | +16.2% |
| YTD | +19.0% | +5.9% | +13.2% | +17.7% |
| 1Y | +21.8% | +14.6% | +7.2% | +20.6% |
| All | +21.8% | +13.2% | +8.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TFC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling