+273.1%
TSM vs KDP
+6.0%
+267.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +2.9% |
| 7D | +2.7% | +1.3% | +1.5% | +2.7% |
| 30D | +3.6% | +6.0% | -2.4% | +3.5% |
| 3M | -3.4% | +9.2% | -12.6% | -3.8% |
| 6M | +20.6% | +14.7% | +5.9% | +19.6% |
| YTD | +41.9% | +19.2% | +22.7% | +40.4% |
| 1Y | +84.4% | +15.2% | +69.2% | +82.7% |
| 3Y | +380.2% | +6.0% | +374.3% | +375.7% |
| All | +273.1% | +6.0% | +267.1% | +272.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling