+239.3%
KDP vs TFC
+90.1%
+149.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +16.3% | +9.2% | +7.2% | +14.6% |
| 3M | +24.0% | -2.9% | +26.9% | +24.6% |
| 6M | +30.0% | +3.5% | +26.5% | +29.1% |
| YTD | +36.1% | +5.4% | +30.6% | +34.4% |
| 1Y | +46.8% | +17.3% | +29.5% | +42.4% |
| 3Y | +30.5% | +96.7% | -66.2% | +14.0% |
| 5Y | +17.9% | -1.1% | +19.0% | +15.2% |
| 10Y | +239.3% | +84.7% | +154.5% | +211.9% |
| All | +239.3% | +90.1% | +149.2% | +211.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling