+1,117.5%
KDP vs TKO
+1,964.9%
-847.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | +1.3% | +0.7% | +0.5% | +1.2% |
| 30D | +6.0% | +1.6% | +4.4% | +5.7% |
| 3M | +9.2% | -7.8% | +17.0% | +10.1% |
| 6M | +14.7% | -13.3% | +28.0% | +16.3% |
| YTD | +19.2% | -10.3% | +29.5% | +20.3% |
| 1Y | +15.2% | -0.6% | +15.8% | +14.6% |
| 3Y | +6.0% | +88.5% | -82.5% | -3.8% |
| 5Y | +5.4% | +284.7% | -279.3% | -13.7% |
| 10Y | +171.9% | +905.7% | -733.9% | +86.9% |
| All | +1,117.5% | +1,964.9% | -847.4% | +469.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling