+6.4%
KDP vs TNA
+117.1%
-110.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +2.1% | +4.1% | -2.0% | +1.9% |
| 30D | +8.5% | -7.6% | +16.1% | +8.8% |
| 3M | +6.6% | +8.1% | -1.5% | +6.1% |
| 6M | +17.1% | +49.0% | -31.9% | +14.2% |
| YTD | +19.0% | +51.7% | -32.7% | +15.7% |
| 1Y | +21.8% | +59.6% | -37.8% | +17.8% |
| 3Y | +6.4% | +118.9% | -112.5% | -5.7% |
| All | +6.4% | +117.1% | -110.6% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling