+22.5%
KDP vs TOST
-46.9%
+69.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.2% | +9.4% | -7.2% | +1.8% |
| 30D | +19.9% | +13.5% | +6.5% | +19.3% |
| 3M | +21.5% | -0.1% | +21.6% | +21.4% |
| 6M | +30.1% | +22.5% | +7.6% | +29.0% |
| YTD | +34.9% | -2.4% | +37.3% | +34.7% |
| 1Y | +43.4% | -4.7% | +48.1% | +43.2% |
| 3Y | +29.1% | +103.2% | -74.1% | +23.8% |
| 5Y | +15.0% | -41.2% | +56.2% | +10.3% |
| All | +22.5% | -46.9% | +69.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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