+725.9%
KDP vs TRGP
+2,231.3%
-1,505.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | +6.0% | +11.5% | -5.5% | +4.8% |
| 3M | +9.2% | +9.0% | +0.2% | +8.1% |
| 6M | +14.7% | +20.5% | -5.8% | +12.3% |
| YTD | +19.2% | +59.5% | -40.3% | +13.4% |
| 1Y | +15.2% | +77.9% | -62.7% | +8.2% |
| 3Y | +6.0% | +253.6% | -247.6% | -8.2% |
| 5Y | +5.4% | +615.5% | -610.0% | -16.0% |
| 10Y | +171.9% | +897.1% | -725.2% | +83.3% |
| All | +725.9% | +2,231.3% | -1,505.4% | +354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling