+4.4%
KDP vs TRU
-2.1%
+6.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | -1.6% | -6.5% | +4.9% | -1.1% |
| 30D | +9.5% | -2.5% | +12.0% | +9.7% |
| 3M | +2.6% | +10.4% | -7.7% | +2.0% |
| 6M | +15.6% | +1.6% | +14.0% | +15.3% |
| YTD | +17.3% | -9.7% | +27.0% | +17.7% |
| 1Y | +20.1% | -17.3% | +37.4% | +21.1% |
| All | +4.4% | -2.1% | +6.5% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling