+17.0%
KDP vs TMF
-88.0%
+105.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.2% | +1.2% | +1.0% | +2.2% |
| 30D | +19.9% | +19.7% | +0.2% | +19.0% |
| 3M | +21.5% | -2.1% | +23.6% | +21.5% |
| 6M | +30.1% | -13.4% | +43.6% | +30.7% |
| YTD | +34.9% | -16.7% | +51.7% | +35.7% |
| 1Y | +43.4% | -23.3% | +66.7% | +44.6% |
| 3Y | +29.1% | -24.8% | +53.9% | +29.4% |
| All | +17.0% | -88.0% | +105.0% | +16.6% |
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