+174.5%
KDP vs TPR
+325.8%
-151.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | -2.3% | +3.6% | +1.5% |
| 30D | +6.0% | -23.0% | +29.0% | +8.3% |
| 3M | +9.2% | -12.5% | +21.7% | +10.1% |
| 6M | +14.7% | -21.4% | +36.1% | +16.7% |
| YTD | +19.2% | -3.5% | +22.7% | +18.6% |
| 1Y | +15.2% | +17.4% | -2.2% | +12.2% |
| 3Y | +6.0% | +291.3% | -285.3% | -10.7% |
| 5Y | +5.4% | +241.9% | -236.5% | -11.4% |
| All | +174.5% | +325.8% | -151.3% | +105.9% |
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