+247.9%
KDP vs TKO
+1,121.1%
-873.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | -0.8% | +2.3% | -3.1% | -1.0% |
| 30D | +9.7% | +13.4% | -3.6% | +8.2% |
| 3M | +17.6% | -1.7% | +19.4% | +17.8% |
| 6M | +25.8% | +7.2% | +18.5% | +24.6% |
| YTD | +33.9% | -5.4% | +39.2% | +34.2% |
| 1Y | +38.9% | +8.7% | +30.2% | +37.0% |
| 3Y | +26.8% | +150.4% | -123.6% | +12.3% |
| 5Y | +16.3% | +276.6% | -260.3% | -3.5% |
| All | +247.9% | +1,121.1% | -873.2% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling