+43.5%
KDP vs TRI
-22.4%
+65.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.4% | -0.5% | +5.2% |
| 7D | +5.3% | +1.0% | +4.3% | +5.3% |
| 30D | +19.1% | +20.8% | -1.7% | +17.5% |
| 3M | +19.2% | +8.1% | +11.0% | +18.2% |
| 6M | +29.3% | +24.2% | +5.1% | +26.9% |
| YTD | +35.5% | -7.8% | +43.3% | +34.8% |
| 1Y | +43.5% | -16.7% | +60.1% | +47.9% |
| All | +43.5% | -22.4% | +65.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling