+17.0%
KDP vs TFC
-2.5%
+19.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +19.9% | +8.3% | +11.6% | +18.7% |
| 3M | +21.5% | -5.2% | +26.7% | +22.3% |
| 6M | +30.1% | -0.8% | +30.9% | +30.1% |
| YTD | +34.9% | +3.4% | +31.5% | +34.0% |
| 1Y | +43.4% | +17.0% | +26.4% | +40.0% |
| 3Y | +29.1% | +86.2% | -57.1% | +16.8% |
| All | +17.0% | -2.5% | +19.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling