+20.5%
KDP vs TPR
+243.8%
-223.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +8.2% | +12.1% | -3.9% | +7.3% |
| 30D | +18.4% | +16.7% | +1.7% | +17.0% |
| 3M | +29.2% | -17.4% | +46.6% | +30.6% |
| 6M | +32.3% | +2.3% | +30.0% | +31.2% |
| YTD | +38.5% | +7.1% | +31.3% | +36.6% |
| 1Y | +48.5% | +29.5% | +19.0% | +44.2% |
| 3Y | +32.5% | +415.0% | -382.6% | +10.7% |
| All | +20.5% | +243.8% | -223.3% | +8.1% |
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