+6.4%
KDP vs TRGP
+265.9%
-259.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +2.1% | -0.6% | +2.7% | +2.1% |
| 30D | +8.5% | +14.6% | -6.1% | +8.1% |
| 3M | +6.6% | +11.9% | -5.3% | +6.2% |
| 6M | +17.1% | +25.3% | -8.2% | +16.1% |
| YTD | +19.0% | +61.9% | -42.8% | +17.3% |
| 1Y | +21.8% | +87.3% | -65.5% | +19.5% |
| 3Y | +6.4% | +268.0% | -261.6% | +8.2% |
| All | +6.4% | +265.9% | -259.4% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling