+170.1%
KDP vs TRI
+191.2%
-21.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -4.3% | -14.4% | +10.0% | -0.9% |
| 30D | +7.8% | -8.1% | +15.9% | +9.7% |
| 3M | -0.1% | +17.5% | -17.6% | -4.6% |
| 6M | +14.0% | -5.0% | +18.9% | +13.9% |
| YTD | +15.1% | -24.7% | +39.8% | +22.0% |
| 1Y | +18.5% | -41.5% | +60.0% | +36.0% |
| 3Y | +2.9% | -20.3% | +23.2% | +4.2% |
| 5Y | +3.0% | -10.9% | +13.9% | -1.2% |
| All | +170.1% | +191.2% | -21.1% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling