+1,278.3%
KDP vs TT
+1,893.8%
-615.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.3% |
| 7D | +2.2% | -2.0% | +4.2% | +2.6% |
| 30D | +19.9% | -14.0% | +34.0% | +23.9% |
| 3M | +21.5% | -15.9% | +37.4% | +26.1% |
| 6M | +30.1% | -17.3% | +47.4% | +35.0% |
| YTD | +34.9% | +4.0% | +31.0% | +31.9% |
| 1Y | +43.4% | -7.1% | +50.5% | +43.9% |
| 3Y | +29.1% | +90.2% | -61.2% | +5.9% |
| 5Y | +15.0% | +131.1% | -116.1% | -12.1% |
| 10Y | +234.1% | +777.7% | -543.6% | +71.6% |
| All | +1,278.3% | +1,893.8% | -615.5% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling