+24.6%
KDP vs TLN
+733.8%
-709.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.1% | -9.5% | -7.3% |
| 7D | -4.0% | +22.3% | -26.3% | -2.9% |
| 30D | +8.5% | +1.2% | +7.3% | +8.8% |
| 3M | +20.7% | +5.9% | +14.8% | +21.4% |
| 6M | +23.2% | +3.2% | +20.0% | +24.0% |
| YTD | +30.5% | +3.2% | +27.3% | +31.6% |
| 1Y | +35.9% | +5.2% | +30.7% | +37.3% |
| 3Y | +24.8% | +606.3% | -581.4% | +36.9% |
| All | +24.6% | +733.8% | -709.3% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling