+36.0%
TSM vs KDP
+41.3%
-5.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.1% | -1.0% |
| 7D | -10.0% | +5.3% | -15.3% | -8.9% |
| 30D | -18.5% | +19.1% | -37.6% | -16.0% |
| 3M | -4.9% | +19.2% | -24.0% | -1.9% |
| 6M | -1.0% | +29.3% | -30.2% | +1.0% |
| YTD | +31.3% | +35.5% | -4.3% | +36.1% |
| 1Y | +36.0% | +43.5% | -7.5% | +45.2% |
| All | +36.0% | +41.3% | -5.3% | +45.2% |
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