-10.3%
TSCO vs KDP
+16.7%
-27.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.5% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +11.3% | +9.7% | +1.6% | +7.2% |
| 3M | +1.5% | +17.6% | -16.2% | -5.0% |
| 6M | +24.0% | +25.8% | -1.8% | +12.8% |
| YTD | -25.7% | +33.9% | -59.6% | -34.2% |
| 1Y | -33.6% | +38.9% | -72.4% | -42.1% |
| 3Y | -1.5% | +26.8% | -28.3% | -13.4% |
| All | -10.3% | +16.7% | -27.0% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling