+256.4%
KDP vs TMF
-82.2%
+338.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.6% | +1.7% |
| 7D | +8.2% | -1.1% | +9.3% | +8.2% |
| 30D | +18.4% | +11.8% | +6.5% | +18.4% |
| 3M | +29.2% | -4.0% | +33.3% | +29.2% |
| 6M | +32.3% | -16.5% | +48.8% | +32.0% |
| YTD | +38.5% | -19.9% | +58.4% | +38.2% |
| 1Y | +48.5% | -25.6% | +74.1% | +48.1% |
| 3Y | +32.5% | -29.9% | +62.3% | +32.4% |
| 5Y | +19.7% | -88.2% | +107.9% | +10.8% |
| 10Y | +256.4% | -81.7% | +338.1% | +239.1% |
| All | +256.4% | -82.2% | +338.6% | +239.1% |
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