+229.6%
KDP vs TPR
+383.4%
-153.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +2.2% | +14.2% | -12.0% | +0.9% |
| 30D | +19.9% | +17.1% | +2.9% | +18.1% |
| 3M | +21.5% | -17.7% | +39.2% | +23.3% |
| 6M | +30.1% | -10.2% | +40.3% | +30.7% |
| YTD | +34.9% | +4.9% | +30.0% | +33.2% |
| 1Y | +43.4% | +36.1% | +7.3% | +37.7% |
| 3Y | +29.1% | +416.5% | -387.4% | +5.7% |
| 5Y | +15.0% | +254.8% | -239.8% | -3.5% |
| All | +229.6% | +383.4% | -153.8% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling