+179.8%
KDP vs TFC
+97.4%
+82.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | +9.5% | -2.3% | +11.8% | +9.9% |
| 3M | +2.6% | +2.5% | +0.2% | +2.2% |
| 6M | +15.6% | +9.5% | +6.1% | +13.7% |
| YTD | +17.3% | +5.1% | +12.3% | +16.0% |
| 1Y | +20.1% | +15.5% | +4.6% | +16.8% |
| 3Y | +4.9% | +95.2% | -90.3% | -8.2% |
| 5Y | +5.0% | +14.5% | -9.5% | -0.3% |
| 10Y | +179.8% | +97.2% | +82.6% | +141.0% |
| All | +179.8% | +97.4% | +82.4% | +141.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling