+1,641.8%
TSM vs KDP
+264.7%
+1,377.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +4.0% |
| 7D | +4.4% | +4.0% | +0.5% | +3.9% |
| 30D | -7.0% | +16.8% | -23.8% | -9.0% |
| 3M | -1.8% | +32.0% | -33.8% | -5.8% |
| 6M | +2.7% | +35.2% | -32.5% | -2.3% |
| YTD | +37.1% | +40.9% | -3.8% | +29.3% |
| 1Y | +43.5% | +47.7% | -4.2% | +34.2% |
| 3Y | +341.5% | +34.8% | +306.7% | +311.5% |
| 5Y | +278.9% | +22.6% | +256.2% | +260.2% |
| 10Y | +1,641.8% | +266.4% | +1,375.4% | +1,339.3% |
| All | +1,641.8% | +264.7% | +1,377.1% | +1,339.3% |
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