+31.2%
KDP vs TSLQ
-96.9%
+128.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +8.2% | +4.7% | +3.5% | +8.2% |
| 30D | +18.4% | -5.6% | +23.9% | +18.4% |
| 3M | +29.2% | -34.6% | +63.8% | +29.2% |
| 6M | +32.3% | -11.4% | +43.6% | +32.3% |
| YTD | +38.5% | -14.1% | +52.6% | +38.6% |
| 1Y | +48.5% | -20.7% | +69.2% | +48.6% |
| All | +31.2% | -96.9% | +128.0% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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