+1,774.8%
KDP vs TNA
+1,004.3%
+770.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +6.0% | -4.9% | +10.9% | +6.6% |
| 3M | +9.2% | +0.4% | +8.8% | +8.6% |
| 6M | +14.7% | +32.5% | -17.8% | +9.4% |
| YTD | +19.2% | +53.7% | -34.5% | +11.1% |
| 1Y | +15.2% | +65.1% | -49.9% | +5.6% |
| 3Y | +6.0% | +98.4% | -92.5% | -10.8% |
| 5Y | +5.4% | -22.5% | +27.9% | -5.2% |
| 10Y | +171.9% | +82.5% | +89.3% | +79.2% |
| All | +1,774.8% | +1,004.3% | +770.4% | +478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling