+1,288.1%
KDP vs TT
+1,847.5%
-559.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.3% |
| 7D | +4.5% | -9.0% | +13.5% | +6.7% |
| 30D | +18.5% | -17.6% | +36.1% | +23.7% |
| 3M | +20.8% | -18.7% | +39.5% | +26.4% |
| 6M | +29.4% | -17.4% | +46.8% | +34.2% |
| YTD | +35.9% | +1.5% | +34.4% | +33.6% |
| 1Y | +42.5% | -9.4% | +51.9% | +43.9% |
| 3Y | +29.4% | +85.1% | -55.7% | +6.8% |
| 5Y | +15.8% | +125.7% | -109.9% | -10.9% |
| 10Y | +236.5% | +757.3% | -520.9% | +73.7% |
| All | +1,288.1% | +1,847.5% | -559.4% | +375.5% |
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