+251.9%
KDP vs TRU
+238.0%
+13.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.1% | 0.0% |
| 7D | +1.3% | -6.8% | +8.0% | +2.2% |
| 30D | +6.0% | 0.0% | +5.9% | +5.9% |
| 3M | +9.2% | +13.3% | -4.1% | +7.1% |
| 6M | +14.7% | +3.4% | +11.3% | +13.6% |
| YTD | +19.2% | -6.4% | +25.6% | +19.3% |
| 1Y | +15.2% | -9.7% | +24.9% | +15.6% |
| 3Y | +6.0% | +0.1% | +5.8% | +2.2% |
| 5Y | +5.4% | -34.0% | +39.5% | +7.9% |
| 10Y | +171.9% | +147.9% | +24.0% | +132.4% |
| All | +251.9% | +238.0% | +13.9% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling