+17.6%
KDP vs TGT
+78.4%
-60.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.7% | -5.2% | +1.6% | -2.2% |
| 30D | +6.2% | +1.2% | +5.0% | +5.8% |
| 3M | +1.2% | +18.4% | -17.2% | -3.7% |
| 6M | +15.3% | +33.4% | -18.1% | +5.4% |
| YTD | +14.8% | +63.8% | -49.0% | -3.3% |
| 1Y | +17.6% | +77.2% | -59.6% | -2.7% |
| All | +17.6% | +78.4% | -60.8% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling