+43.5%
KDP vs TMF
-23.9%
+67.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +5.4% |
| 7D | +5.3% | +4.0% | +1.4% | +4.7% |
| 30D | +19.1% | +19.5% | -0.4% | +16.3% |
| 3M | +19.2% | -3.5% | +22.7% | +18.6% |
| 6M | +29.3% | -10.6% | +39.9% | +29.2% |
| YTD | +35.5% | -17.1% | +52.6% | +36.8% |
| 1Y | +43.5% | -24.3% | +67.7% | +43.9% |
| All | +43.5% | -23.9% | +67.4% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling