+179.8%
KDP vs TRGP
+827.0%
-647.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +9.5% | +9.5% | 0.0% | +8.2% |
| 3M | +2.6% | +10.8% | -8.2% | +1.1% |
| 6M | +15.6% | +25.3% | -9.7% | +12.0% |
| YTD | +17.3% | +60.3% | -42.9% | +10.2% |
| 1Y | +20.1% | +84.6% | -64.5% | +10.5% |
| 3Y | +4.9% | +264.4% | -259.4% | -13.0% |
| 5Y | +5.0% | +636.6% | -631.6% | -22.0% |
| 10Y | +179.8% | +848.9% | -669.1% | +65.9% |
| All | +179.8% | +827.0% | -647.2% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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