+179.8%
KDP vs TRU
+146.7%
+33.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.3% |
| 7D | -1.6% | -6.5% | +4.9% | -0.6% |
| 30D | +9.5% | -2.5% | +12.0% | +9.9% |
| 3M | +2.6% | +10.4% | -7.7% | +1.0% |
| 6M | +15.6% | +1.6% | +14.0% | +14.8% |
| YTD | +17.3% | -9.7% | +27.0% | +18.1% |
| 1Y | +20.1% | -17.3% | +37.4% | +22.2% |
| 3Y | +4.9% | -1.8% | +6.7% | +1.2% |
| 5Y | +5.0% | -36.2% | +41.2% | +8.9% |
| 10Y | +179.8% | +143.2% | +36.5% | +126.9% |
| All | +179.8% | +146.7% | +33.1% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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