+239.3%
KDP vs TT
+782.6%
-543.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | +0.1% |
| 7D | +0.3% | +1.7% | -1.4% | 0.0% |
| 30D | +16.3% | -11.8% | +28.1% | +18.6% |
| 3M | +24.0% | -12.6% | +36.6% | +26.6% |
| 6M | +30.0% | -9.4% | +39.3% | +31.4% |
| YTD | +36.1% | +8.8% | +27.3% | +32.6% |
| 1Y | +46.8% | -2.5% | +49.4% | +46.0% |
| 3Y | +30.5% | +95.7% | -65.2% | +10.2% |
| 5Y | +17.9% | +135.7% | -117.8% | -6.4% |
| 10Y | +239.3% | +750.6% | -511.4% | +117.6% |
| All | +239.3% | +782.6% | -543.3% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling