+169.5%
KDP vs TNA
+86.1%
+83.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -3.7% | -7.3% | +3.6% | -3.0% |
| 30D | +6.2% | -14.2% | +20.4% | +7.8% |
| 3M | +1.2% | -4.6% | +5.8% | +1.5% |
| 6M | +15.3% | +36.9% | -21.6% | +10.7% |
| YTD | +14.8% | +42.5% | -27.7% | +9.4% |
| 1Y | +17.6% | +45.8% | -28.2% | +11.2% |
| 3Y | +2.1% | +104.7% | -102.5% | -11.5% |
| 5Y | +2.7% | -21.7% | +24.4% | -5.5% |
| All | +169.5% | +86.1% | +83.4% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling