+1,025.1%
TMO vs KDP
+1,130.5%
-105.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +0.4% | +2.1% | -1.6% | -0.2% |
| 30D | +1.5% | +8.5% | -6.9% | -1.0% |
| 3M | +28.5% | +6.6% | +21.9% | +25.8% |
| 6M | +20.4% | +17.1% | +3.3% | +14.0% |
| YTD | +4.3% | +19.0% | -14.8% | -2.1% |
| 1Y | +24.1% | +21.8% | +2.3% | +15.3% |
| 3Y | +17.5% | +6.4% | +11.0% | +12.9% |
| 5Y | +6.8% | +5.1% | +1.7% | +2.3% |
| 10Y | +311.9% | +175.8% | +136.0% | +169.4% |
| All | +1,025.1% | +1,130.5% | -105.4% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling