+5.1%
KDP vs TRGP
+631.5%
-626.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 3M | +6.6% | +11.9% | -5.3% | +5.4% |
| 6M | +17.1% | +25.3% | -8.2% | +14.5% |
| YTD | +19.0% | +61.9% | -42.8% | +13.7% |
| 1Y | +21.8% | +87.3% | -65.5% | +14.6% |
| 3Y | +6.4% | +268.0% | -261.6% | -9.1% |
| 5Y | +5.1% | +638.2% | -633.1% | -20.3% |
| All | +5.1% | +631.5% | -626.3% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling