+9.5%
KDP vs TSLQ
-97.9%
+107.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.5% | -3.9% | -7.4% |
| 7D | -4.0% | -26.6% | +22.6% | -4.1% |
| 30D | +8.5% | -17.5% | +26.0% | +8.4% |
| 3M | +20.7% | -41.7% | +62.4% | +20.4% |
| 6M | +23.2% | -16.9% | +40.1% | +23.2% |
| YTD | +30.5% | -21.9% | +52.4% | +30.6% |
| 1Y | +35.9% | -32.5% | +68.4% | +36.0% |
| 3Y | +24.8% | -97.2% | +122.0% | +21.9% |
| All | +9.5% | -97.9% | +107.3% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling