+173.3%
KDP vs TT
+887.4%
-714.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +6.0% | -7.2% | +13.1% | +7.4% |
| 3M | +9.2% | -3.0% | +12.2% | +9.4% |
| 6M | +14.7% | +1.4% | +13.3% | +13.8% |
| YTD | +19.2% | +15.9% | +3.3% | +15.2% |
| 1Y | +15.2% | +9.4% | +5.7% | +12.3% |
| 3Y | +6.0% | +124.4% | -118.4% | -13.0% |
| 5Y | +5.4% | +138.0% | -132.6% | -16.1% |
| All | +173.3% | +887.4% | -714.1% | +61.6% |
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