+1,502.2%
TSM vs KDP
+235.7%
+1,266.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | -14.3% | +16.3% | -30.6% | -16.2% |
| 3M | -7.2% | +24.0% | -31.2% | -10.3% |
| 6M | -5.1% | +30.0% | -35.1% | -9.3% |
| YTD | +28.9% | +36.1% | -7.2% | +22.0% |
| 1Y | +37.1% | +46.8% | -9.7% | +28.0% |
| 3Y | +341.5% | +30.5% | +311.0% | +312.7% |
| 5Y | +245.7% | +17.9% | +227.8% | +230.2% |
| 10Y | +1,502.2% | +239.3% | +1,263.0% | +1,215.0% |
| All | +1,502.2% | +235.7% | +1,266.5% | +1,215.0% |
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 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