+5.1%
KDP vs TRU
-35.2%
+40.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +2.1% | -7.2% | +9.3% | +2.8% |
| 30D | +8.5% | -2.8% | +11.3% | +8.8% |
| 3M | +6.6% | +13.0% | -6.4% | +5.2% |
| 6M | +17.1% | +0.7% | +16.4% | +16.6% |
| YTD | +19.0% | -9.0% | +28.0% | +19.5% |
| 1Y | +21.8% | -16.3% | +38.1% | +23.2% |
| 3Y | +6.4% | -1.1% | +7.5% | +4.6% |
| 5Y | +5.1% | -36.0% | +41.2% | +9.2% |
| All | +5.1% | -35.2% | +40.4% | +9.2% |
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