+15.2%
KDP vs TNA
+70.0%
-54.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +6.0% | -4.9% | +10.9% | +6.1% |
| 3M | +9.2% | +0.4% | +8.8% | +9.1% |
| 6M | +14.7% | +32.5% | -17.8% | +13.0% |
| YTD | +19.2% | +53.7% | -34.5% | +16.0% |
| 1Y | +15.2% | +65.1% | -49.9% | +10.6% |
| All | +15.2% | +70.0% | -54.8% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling