+22.6%
KDP vs TRU
-25.4%
+48.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +16.8% | +24.3% | -7.5% | +13.9% |
| 3M | +32.0% | +2.3% | +29.7% | +31.3% |
| 6M | +35.2% | +17.7% | +17.5% | +32.4% |
| YTD | +40.9% | -3.8% | +44.7% | +40.3% |
| 1Y | +47.7% | -0.3% | +48.0% | +46.3% |
| 3Y | +34.8% | +58.4% | -23.6% | +24.6% |
| 5Y | +22.6% | -24.0% | +46.6% | +24.3% |
| All | +22.6% | -25.4% | +48.0% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling