+1,117.5%
KDP vs TFC
+180.3%
+937.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | +2.4% | -1.1% | +0.8% |
| 30D | +6.0% | -1.3% | +7.3% | +6.3% |
| 3M | +9.2% | +6.1% | +3.1% | +7.9% |
| 6M | +14.7% | +7.3% | +7.4% | +12.9% |
| YTD | +19.2% | +8.2% | +11.0% | +17.0% |
| 1Y | +15.2% | +14.4% | +0.7% | +11.7% |
| 3Y | +6.0% | +93.7% | -87.7% | -8.9% |
| 5Y | +5.4% | +16.4% | -11.0% | -1.8% |
| 10Y | +171.9% | +101.6% | +70.3% | +112.4% |
| All | +1,117.5% | +180.3% | +937.2% | +770.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling