+1,117.5%
KDP vs TT
+2,122.8%
-1,005.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +6.0% | -7.4% | +13.4% | +7.9% |
| 3M | +9.2% | -3.2% | +12.4% | +9.5% |
| 6M | +14.7% | +1.1% | +13.6% | +13.6% |
| YTD | +19.2% | +15.6% | +3.6% | +14.0% |
| 1Y | +15.2% | +9.2% | +6.0% | +11.4% |
| 3Y | +6.0% | +124.4% | -118.4% | -16.6% |
| 5Y | +5.4% | +138.0% | -132.6% | -19.6% |
| 10Y | +171.9% | +886.4% | -714.5% | +36.0% |
| All | +1,117.5% | +2,122.8% | -1,005.3% | +305.5% |
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