+23.4%
KDP vs TOST
-46.1%
+69.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +4.5% | +11.6% | -7.1% | +4.0% |
| 30D | +18.5% | +16.2% | +2.3% | +17.8% |
| 3M | +20.8% | +1.0% | +19.8% | +20.7% |
| 6M | +29.4% | +23.2% | +6.2% | +28.2% |
| YTD | +35.9% | -1.0% | +36.9% | +35.6% |
| 1Y | +42.5% | -9.9% | +52.4% | +42.6% |
| 3Y | +29.4% | +101.0% | -71.7% | +24.2% |
| 5Y | +15.8% | -40.4% | +56.2% | +11.0% |
| All | +23.4% | -46.1% | +69.5% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling