+16.2%
KDP vs TGT
-27.7%
+43.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -0.8% | +2.6% | -3.4% | -1.2% |
| 30D | +9.7% | +4.7% | +5.0% | +9.0% |
| 3M | +17.6% | +4.6% | +13.1% | +16.8% |
| 6M | +25.8% | +34.9% | -9.1% | +20.4% |
| YTD | +33.9% | +70.9% | -37.0% | +24.0% |
| 1Y | +38.9% | +84.4% | -45.5% | +27.3% |
| 3Y | +26.8% | +69.1% | -42.3% | +13.4% |
| All | +16.2% | -27.7% | +43.9% | +17.2% |
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