+5.0%
KDP vs TRI
-10.1%
+15.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -1.2% |
| 7D | -1.6% | -8.4% | +6.8% | -0.4% |
| 30D | +9.5% | -6.5% | +16.0% | +10.5% |
| 3M | +2.6% | +18.6% | -15.9% | -0.2% |
| 6M | +15.6% | -10.4% | +26.1% | +17.0% |
| YTD | +17.3% | -23.7% | +41.0% | +23.0% |
| 1Y | +20.1% | -42.5% | +62.6% | +34.9% |
| 3Y | +4.9% | -19.3% | +24.2% | +5.5% |
| 5Y | +5.0% | -9.7% | +14.7% | 0.0% |
| All | +5.0% | -10.1% | +15.1% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling