+8.2%
KDP vs TOST
-48.0%
+56.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 6M | +14.7% | +15.2% | -0.5% | +13.9% |
| YTD | +19.2% | -4.4% | +23.6% | +19.1% |
| 1Y | +15.2% | -17.4% | +32.6% | +15.7% |
| 3Y | +6.0% | +54.5% | -48.5% | +2.8% |
| All | +8.2% | -48.0% | +56.2% | +4.6% |
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