+17.0%
KDP vs TT
+129.2%
-112.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | +2.2% | -2.0% | +4.2% | +2.4% |
| 30D | +19.9% | -14.0% | +34.0% | +22.1% |
| 3M | +21.5% | -15.9% | +37.4% | +24.0% |
| 6M | +30.1% | -17.3% | +47.4% | +32.7% |
| YTD | +34.9% | +4.0% | +31.0% | +32.8% |
| 1Y | +43.4% | -7.1% | +50.5% | +43.5% |
| 3Y | +29.1% | +90.2% | -61.2% | +9.9% |
| All | +17.0% | +129.2% | -112.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling