+16.2%
KDP vs TMF
-88.6%
+104.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.7% |
| 7D | -0.8% | -9.3% | +8.5% | -0.3% |
| 30D | +9.7% | +1.9% | +7.8% | +9.7% |
| 3M | +17.6% | -11.2% | +28.8% | +18.2% |
| 6M | +25.8% | -17.7% | +43.5% | +26.8% |
| YTD | +33.9% | -24.5% | +58.3% | +35.3% |
| 1Y | +38.9% | -29.4% | +68.3% | +40.7% |
| 3Y | +26.8% | -33.4% | +60.2% | +27.9% |
| All | +16.2% | -88.6% | +104.8% | +17.7% |
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