+169.5%
KDP vs TRI
+196.2%
-26.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -3.7% | -7.9% | +4.2% | -1.9% |
| 30D | +6.2% | -4.5% | +10.7% | +7.1% |
| 3M | +1.2% | +22.1% | -20.9% | -4.2% |
| 6M | +15.3% | -2.8% | +18.1% | +14.6% |
| YTD | +14.8% | -23.4% | +38.2% | +21.3% |
| 1Y | +17.6% | -41.5% | +59.1% | +35.2% |
| 3Y | +2.1% | -19.2% | +21.3% | +3.1% |
| 5Y | +2.7% | -9.4% | +12.1% | -1.8% |
| All | +169.5% | +196.2% | -26.7% | +83.7% |
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