+43.5%
KDP vs TPR
+20.9%
+22.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.5% | +2.4% | +5.7% |
| 7D | +5.3% | +12.6% | -7.3% | +4.8% |
| 30D | +19.1% | +7.1% | +12.0% | +18.6% |
| 3M | +19.2% | -19.4% | +38.5% | +19.0% |
| 6M | +29.3% | -9.7% | +39.0% | +27.5% |
| YTD | +35.5% | -1.0% | +36.5% | +33.8% |
| 1Y | +43.5% | +19.3% | +24.2% | +40.3% |
| All | +43.5% | +20.9% | +22.6% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling