-43.7%
TSCO vs KDP
+18.4%
-62.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.7% | -3.7% | -2.0% | -4.7% |
| 30D | -8.8% | +6.2% | -15.0% | -10.2% |
| 3M | +6.3% | +1.2% | +5.1% | +6.1% |
| 6M | -32.3% | +15.3% | -47.6% | -34.9% |
| YTD | -32.7% | +14.8% | -47.5% | -35.1% |
| 1Y | -43.7% | +17.6% | -61.3% | -46.2% |
| All | -43.7% | +18.4% | -62.1% | -46.2% |
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