+43.4%
KDP vs TMF
-22.9%
+66.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +19.9% | +19.7% | +0.2% | +16.8% |
| 3M | +21.5% | -2.1% | +23.6% | +20.8% |
| 6M | +30.1% | -13.4% | +43.6% | +30.4% |
| YTD | +34.9% | -16.7% | +51.7% | +36.6% |
| 1Y | +43.4% | -23.3% | +66.7% | +45.8% |
| All | +43.4% | -22.9% | +66.2% | +45.8% |
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