+266.4%
KDP vs TT
+748.9%
-482.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | +4.0% | +3.5% | +0.5% | +3.3% |
| 30D | +16.8% | -11.0% | +27.8% | +18.9% |
| 3M | +32.0% | -12.0% | +44.0% | +34.7% |
| 6M | +35.2% | -10.4% | +45.6% | +37.0% |
| YTD | +40.9% | +9.9% | +31.0% | +37.1% |
| 1Y | +47.7% | +1.5% | +46.2% | +45.7% |
| 3Y | +34.8% | +93.7% | -58.9% | +14.0% |
| 5Y | +22.6% | +139.2% | -116.6% | -3.0% |
| 10Y | +266.4% | +741.5% | -475.1% | +131.0% |
| All | +266.4% | +748.9% | -482.4% | +131.0% |
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