+170.1%
KDP vs TGT
+207.2%
-37.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -4.3% | -5.0% | +0.7% | -3.6% |
| 30D | +7.8% | +3.0% | +4.8% | +7.4% |
| 3M | -0.1% | +22.6% | -22.7% | -2.9% |
| 6M | +14.0% | +31.2% | -17.2% | +9.6% |
| YTD | +15.1% | +63.7% | -48.6% | +7.2% |
| 1Y | +18.5% | +78.5% | -60.0% | +9.1% |
| 3Y | +2.9% | +40.5% | -37.6% | -4.6% |
| 5Y | +3.0% | -25.6% | +28.6% | +2.7% |
| All | +170.1% | +207.2% | -37.1% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TGT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling