+1,267.4%
KDP vs TRI
+385.0%
+882.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.8% | -2.9% | +2.1% | 0.0% |
| 30D | +9.7% | +3.7% | +6.0% | +8.4% |
| 3M | +17.6% | +3.7% | +13.9% | +15.7% |
| 6M | +25.8% | +35.1% | -9.4% | +12.6% |
| YTD | +33.9% | -14.0% | +47.9% | +35.8% |
| 1Y | +38.9% | -19.0% | +57.8% | +43.6% |
| 3Y | +26.8% | -12.0% | +38.8% | +25.0% |
| 5Y | +16.3% | +0.6% | +15.7% | +8.0% |
| 10Y | +248.1% | +225.4% | +22.7% | +108.7% |
| All | +1,267.4% | +385.0% | +882.4% | +499.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling