+1,117.5%
KDP vs TGT
+407.6%
+709.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | +6.0% | +12.2% | -6.2% | +3.4% |
| 3M | +9.2% | +33.8% | -24.6% | +2.5% |
| 6M | +14.7% | +39.3% | -24.6% | +6.6% |
| YTD | +19.2% | +72.9% | -53.7% | +5.7% |
| 1Y | +15.2% | +84.6% | -69.4% | +0.6% |
| 3Y | +6.0% | +46.2% | -40.3% | -6.3% |
| 5Y | +5.4% | -21.3% | +26.8% | +4.7% |
| 10Y | +171.9% | +213.5% | -41.7% | +79.5% |
| All | +1,117.5% | +407.6% | +709.9% | +516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling