0.0%
KDP vs TSLQ
-97.0%
+97.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +12.0% | -12.9% | -0.8% |
| 7D | +1.3% | -5.8% | +7.1% | +1.3% |
| 30D | +6.0% | -22.1% | +28.1% | +5.9% |
| 3M | +9.2% | +10.1% | -0.9% | +9.3% |
| 6M | +14.7% | -6.8% | +21.5% | +14.8% |
| YTD | +19.2% | +8.5% | +10.7% | +19.5% |
| 1Y | +15.2% | -49.7% | +64.9% | +14.9% |
| 3Y | +6.0% | -95.6% | +101.6% | +4.1% |
| All | 0.0% | -97.0% | +97.0% | +1.1% |
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