+48.5%
KDP vs TT
-2.5%
+51.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +8.2% | +0.8% | +7.4% | +8.2% |
| 30D | +18.4% | -11.8% | +30.1% | +18.8% |
| 3M | +29.2% | -11.6% | +40.8% | +29.5% |
| 6M | +32.3% | -9.3% | +41.6% | +31.8% |
| YTD | +38.5% | +8.9% | +29.6% | +39.2% |
| 1Y | +48.5% | -2.2% | +50.7% | +46.4% |
| All | +48.5% | -2.5% | +51.0% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling