+13.8%
KDP vs TLN
+583.6%
-569.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.6% | -0.7% |
| 7D | +1.3% | +7.1% | -5.8% | +1.6% |
| 30D | +6.0% | -3.9% | +9.9% | +5.8% |
| 3M | +9.2% | -16.2% | +25.3% | +8.6% |
| 6M | +14.7% | -5.8% | +20.5% | +14.6% |
| YTD | +19.2% | -15.4% | +34.6% | +18.9% |
| 1Y | +15.2% | -16.7% | +31.8% | +14.9% |
| 3Y | +6.0% | +473.8% | -467.8% | +15.6% |
| All | +13.8% | +583.6% | -569.8% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling