-4.5%
KDP vs TPG
+85.9%
-90.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.1% |
| 7D | +2.1% | -2.9% | +4.9% | +2.3% |
| 30D | +8.5% | +5.0% | +3.4% | +8.1% |
| 3M | +6.6% | +24.9% | -18.3% | +4.9% |
| 6M | +17.1% | +21.1% | -4.0% | +15.2% |
| YTD | +19.0% | -17.3% | +36.3% | +20.4% |
| 1Y | +21.8% | -9.8% | +31.6% | +22.2% |
| 3Y | +6.4% | +95.4% | -89.0% | -3.0% |
| All | -4.5% | +85.9% | -90.4% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling