+5.0%
KDP vs TGT
-25.2%
+30.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -1.0% |
| 7D | -1.6% | -3.6% | +2.0% | -1.0% |
| 30D | +9.5% | +4.4% | +5.1% | +8.8% |
| 3M | +2.6% | +25.4% | -22.7% | -0.6% |
| 6M | +15.6% | +33.4% | -17.7% | +10.9% |
| YTD | +17.3% | +65.6% | -48.3% | +9.2% |
| 1Y | +20.1% | +80.3% | -60.2% | +10.5% |
| 3Y | +4.9% | +42.1% | -37.2% | -3.5% |
| 5Y | +5.0% | -25.0% | +30.0% | +4.6% |
| All | +5.0% | -25.2% | +30.2% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling