+7.6%
KDP vs TOST
+55.9%
-48.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +1.3% | -3.4% | +4.7% | +1.4% |
| 30D | +6.0% | -2.4% | +8.4% | +6.1% |
| 3M | +9.2% | +34.6% | -25.4% | +8.3% |
| 6M | +14.7% | +15.2% | -0.5% | +14.1% |
| YTD | +19.2% | -4.4% | +23.6% | +19.3% |
| 1Y | +15.2% | -17.4% | +32.6% | +15.8% |
| All | +7.6% | +55.9% | -48.4% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling