+35.7%
TSM vs KDP
+49.2%
-13.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +2.4% |
| 7D | -2.1% | +8.2% | -10.3% | -0.3% |
| 30D | -12.5% | +18.4% | -30.9% | -9.6% |
| 3M | -5.0% | +29.2% | -34.2% | -0.6% |
| 6M | -3.2% | +32.3% | -35.5% | -0.5% |
| YTD | +31.5% | +38.5% | -7.0% | +38.0% |
| 1Y | +35.7% | +48.5% | -12.8% | +50.6% |
| All | +35.7% | +49.2% | -13.5% | +50.6% |
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