+185.6%
TSCO vs KDP
+173.3%
+12.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | -3.1% | -4.3% | +1.2% | -1.8% |
| 30D | -4.4% | +7.8% | -12.2% | -6.6% |
| 3M | +9.7% | -0.1% | +9.7% | +9.5% |
| 6M | -32.4% | +14.0% | -46.4% | -35.4% |
| YTD | -31.7% | +15.1% | -46.7% | -34.9% |
| 1Y | -41.3% | +18.5% | -59.8% | -44.8% |
| 3Y | -18.3% | +2.9% | -21.2% | -20.5% |
| 5Y | -10.3% | +3.0% | -13.2% | -12.5% |
| All | +185.6% | +173.3% | +12.3% | +153.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling