+23.6%
KDP vs TOST
-46.7%
+70.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +0.3% | +4.0% | -3.7% | +0.2% |
| 30D | +16.3% | +11.1% | +5.3% | +15.8% |
| 3M | +24.0% | +0.8% | +23.1% | +23.9% |
| 6M | +30.0% | +38.8% | -8.8% | +28.4% |
| YTD | +36.1% | -2.1% | +38.2% | +35.8% |
| 1Y | +46.8% | -6.0% | +52.9% | +46.7% |
| 3Y | +30.5% | +149.8% | -119.3% | +24.2% |
| 5Y | +17.9% | -42.8% | +60.7% | +13.1% |
| All | +23.6% | -46.7% | +70.3% | +19.2% |
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