+18.8%
TMO vs KDP
+4.7%
+14.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.7% |
| 7D | -0.5% | -1.6% | +1.1% | -0.2% |
| 30D | +1.0% | +9.5% | -8.5% | -0.6% |
| 3M | +22.7% | +2.6% | +20.1% | +22.1% |
| 6M | +19.0% | +15.6% | +3.4% | +16.0% |
| YTD | +4.7% | +17.3% | -12.6% | +1.5% |
| 1Y | +26.0% | +20.1% | +5.9% | +20.8% |
| All | +18.8% | +4.7% | +14.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 3y: compounded portfolio wealth divided by compounded KDP 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…
3y analysis · Full analysis span regression · 6 months rolling