+1,478.3%
KDP vs TMF
-68.9%
+1,547.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | +1.3% | -1.4% | +2.7% | +1.2% |
| 30D | +6.0% | -2.8% | +8.8% | +5.9% |
| 3M | +9.2% | -10.9% | +20.1% | +8.7% |
| 6M | +14.7% | -21.3% | +36.0% | +13.7% |
| YTD | +19.2% | -15.9% | +35.1% | +18.5% |
| 1Y | +15.2% | -15.7% | +30.9% | +14.6% |
| 3Y | +6.0% | -43.4% | +49.3% | +4.2% |
| 5Y | +5.4% | -87.8% | +93.2% | -4.4% |
| 10Y | +171.9% | -86.7% | +258.6% | +153.8% |
| All | +1,478.3% | -68.9% | +1,547.2% | +1,582.4% |
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