+6,400.6%
TSM vs KDP
+1,248.7%
+5,151.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.4% | +5.5% | +0.3% |
| 7D | +14.8% | -4.0% | +18.8% | +16.2% |
| 30D | -8.9% | +8.5% | -17.4% | -11.6% |
| 3M | -5.3% | +20.7% | -26.0% | -11.4% |
| 6M | +2.6% | +23.2% | -20.6% | -5.4% |
| YTD | +34.5% | +30.5% | +4.0% | +21.2% |
| 1Y | +41.0% | +35.9% | +5.1% | +25.3% |
| 3Y | +333.1% | +24.8% | +308.3% | +283.5% |
| 5Y | +270.1% | +13.4% | +256.7% | +236.1% |
| 10Y | +1,608.7% | +239.3% | +1,369.3% | +819.9% |
| All | +6,400.6% | +1,248.7% | +5,151.9% | +1,488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling