+19.7%
KDP vs TMF
-88.9%
+108.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.6% | +1.9% |
| 7D | +8.2% | -1.1% | +9.3% | +8.3% |
| 30D | +18.4% | +11.8% | +6.5% | +17.8% |
| 3M | +29.2% | -4.0% | +33.3% | +29.4% |
| 6M | +32.3% | -16.5% | +48.8% | +33.1% |
| YTD | +38.5% | -19.9% | +58.4% | +39.5% |
| 1Y | +48.5% | -25.6% | +74.1% | +50.0% |
| 3Y | +32.5% | -29.9% | +62.3% | +33.2% |
| 5Y | +19.7% | -88.2% | +107.9% | +19.6% |
| All | +19.7% | -88.9% | +108.5% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling