+34.5%
KDP vs TLN
+716.6%
-682.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +2.0% |
| 7D | +4.0% | +15.9% | -11.9% | +4.8% |
| 30D | +16.8% | -0.3% | +17.1% | +17.1% |
| 3M | +32.0% | +5.8% | +26.2% | +32.8% |
| 6M | +35.2% | -1.2% | +36.4% | +35.8% |
| YTD | +40.9% | +1.0% | +39.9% | +42.0% |
| 1Y | +47.7% | +1.1% | +46.5% | +48.9% |
| 3Y | +34.8% | +591.7% | -556.9% | +47.6% |
| All | +34.5% | +716.6% | -682.1% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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