+1,598.5%
TSM vs KDP
+248.3%
+1,350.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +1.8% |
| 7D | -2.1% | +8.2% | -10.3% | -3.1% |
| 30D | -12.5% | +18.4% | -30.9% | -14.6% |
| 3M | -5.0% | +29.2% | -34.2% | -8.6% |
| 6M | -3.2% | +32.3% | -35.5% | -7.6% |
| YTD | +31.5% | +38.5% | -7.0% | +24.3% |
| 1Y | +35.7% | +48.5% | -12.8% | +26.7% |
| 3Y | +323.5% | +32.5% | +291.0% | +295.6% |
| 5Y | +263.4% | +19.7% | +243.7% | +246.8% |
| 10Y | +1,598.5% | +256.4% | +1,342.1% | +1,328.0% |
| All | +1,598.5% | +248.3% | +1,350.2% | +1,328.0% |
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