+1,288.1%
KDP vs TPR
+481.9%
+806.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | -0.8% |
| 7D | +4.5% | +13.9% | -9.4% | +2.5% |
| 30D | +18.5% | +14.9% | +3.6% | +16.1% |
| 3M | +20.8% | -15.4% | +36.2% | +23.1% |
| 6M | +29.4% | -4.5% | +33.9% | +29.1% |
| YTD | +35.9% | +6.0% | +29.9% | +33.1% |
| 1Y | +42.5% | +24.3% | +18.1% | +36.0% |
| 3Y | +29.4% | +412.8% | -383.5% | -3.5% |
| 5Y | +15.8% | +258.4% | -242.6% | -10.9% |
| 10Y | +236.5% | +396.8% | -160.4% | +120.1% |
| All | +1,288.1% | +481.9% | +806.3% | +594.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling