+1,699.6%
KDP vs TMF
-69.1%
+1,768.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +4.5% | +2.7% | +1.8% | +4.6% |
| 30D | +18.5% | +19.3% | -0.8% | +19.2% |
| 3M | +20.8% | -3.7% | +24.5% | +20.6% |
| 6M | +29.4% | -11.3% | +40.7% | +28.8% |
| YTD | +35.9% | -16.6% | +52.5% | +35.0% |
| 1Y | +42.5% | -21.1% | +63.6% | +41.3% |
| 3Y | +29.4% | -26.8% | +56.2% | +28.8% |
| 5Y | +15.8% | -88.0% | +103.8% | +4.7% |
| 10Y | +236.5% | -84.7% | +321.1% | +217.5% |
| All | +1,699.6% | -69.1% | +1,768.7% | +1,817.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling