-29.4%
TSCO vs KDP
+41.3%
-70.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +2.1% |
| 7D | +15.7% | +5.3% | +10.4% | +13.5% |
| 30D | +16.4% | +19.1% | -2.7% | +9.9% |
| 3M | +11.2% | +19.2% | -7.9% | +5.1% |
| 6M | +14.9% | +29.3% | -14.3% | +6.2% |
| YTD | -25.4% | +35.5% | -60.9% | -31.6% |
| 1Y | -29.4% | +43.5% | -72.9% | -36.0% |
| All | -29.4% | +41.3% | -70.7% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling