+6.4%
KDP vs TRI
-17.7%
+24.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.6% |
| 7D | +2.1% | -7.1% | +9.2% | +2.8% |
| 30D | +8.5% | -2.3% | +10.8% | +8.7% |
| 3M | +6.6% | +19.6% | -13.0% | +4.6% |
| 6M | +17.1% | -8.7% | +25.8% | +17.8% |
| YTD | +19.0% | -22.3% | +41.3% | +23.4% |
| 1Y | +21.8% | -40.7% | +62.4% | +33.2% |
| 3Y | +6.4% | -17.8% | +24.2% | +8.9% |
| All | +6.4% | -17.7% | +24.1% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling