+256.4%
KDP vs TT
+744.7%
-488.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +8.2% | +0.8% | +7.4% | +8.0% |
| 30D | +18.4% | -11.8% | +30.1% | +20.7% |
| 3M | +29.2% | -11.6% | +40.8% | +31.7% |
| 6M | +32.3% | -9.3% | +41.6% | +33.7% |
| YTD | +38.5% | +8.9% | +29.6% | +34.9% |
| 1Y | +48.5% | -2.2% | +50.7% | +47.5% |
| 3Y | +32.5% | +91.9% | -59.4% | +12.2% |
| 5Y | +19.7% | +136.0% | -116.3% | -5.1% |
| 10Y | +256.4% | +734.7% | -478.3% | +124.6% |
| All | +256.4% | +744.7% | -488.3% | +124.6% |
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