+17.0%
KDP vs TPR
+253.5%
-236.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +2.2% | +14.2% | -12.0% | +1.2% |
| 30D | +19.9% | +17.1% | +2.9% | +18.5% |
| 3M | +21.5% | -17.7% | +39.2% | +22.8% |
| 6M | +30.1% | -10.2% | +40.3% | +30.3% |
| YTD | +34.9% | +4.9% | +30.0% | +33.3% |
| 1Y | +43.4% | +36.1% | +7.3% | +38.7% |
| 3Y | +29.1% | +416.5% | -387.4% | +8.3% |
| All | +17.0% | +253.5% | -236.6% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling