+236.4%
TSM vs KDP
+14.9%
+221.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.3% |
| 7D | -7.6% | +2.2% | -9.8% | -7.5% |
| 30D | -20.5% | +19.9% | -40.4% | -20.4% |
| 3M | -10.0% | +21.5% | -31.5% | -10.0% |
| 6M | -10.1% | +30.1% | -40.2% | -10.7% |
| YTD | +24.5% | +34.9% | -10.4% | +23.4% |
| 1Y | +31.2% | +43.4% | -12.2% | +29.6% |
| 3Y | +322.0% | +29.1% | +292.9% | +309.5% |
| All | +236.4% | +14.9% | +221.5% | +237.6% |
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 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