+239.3%
KDP vs TMF
-83.0%
+322.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | +16.3% | +16.3% | 0.0% | +16.4% |
| 3M | +24.0% | -2.7% | +26.7% | +23.9% |
| 6M | +30.0% | -13.2% | +43.2% | +29.8% |
| YTD | +36.1% | -16.7% | +52.8% | +35.8% |
| 1Y | +46.8% | -22.7% | +69.6% | +46.5% |
| 3Y | +30.5% | -26.1% | +56.6% | +30.5% |
| 5Y | +17.9% | -88.4% | +106.3% | +9.0% |
| 10Y | +239.3% | -81.8% | +321.1% | +230.9% |
| All | +239.3% | -83.0% | +322.3% | +230.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling