-7.7%
KDP vs TPG
+71.4%
-79.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.6% |
| 7D | -4.3% | -11.8% | +7.5% | -3.4% |
| 30D | +7.8% | -6.3% | +14.1% | +8.3% |
| 3M | -0.1% | +13.6% | -13.6% | -1.0% |
| 6M | +14.0% | +13.8% | +0.2% | +12.7% |
| YTD | +15.1% | -23.7% | +38.8% | +17.1% |
| 1Y | +18.5% | -18.2% | +36.7% | +19.8% |
| 3Y | +2.9% | +80.1% | -77.3% | -5.6% |
| All | -7.7% | +71.4% | -79.1% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling