+5,918.9%
TSM vs KDP
+1,294.8%
+4,624.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | -7.6% | +2.2% | -9.8% | -8.4% |
| 30D | -20.5% | +19.9% | -40.4% | -25.2% |
| 3M | -10.0% | +21.5% | -31.5% | -15.9% |
| 6M | -10.1% | +30.1% | -40.2% | -18.4% |
| YTD | +24.5% | +34.9% | -10.4% | +11.1% |
| 1Y | +31.2% | +43.4% | -12.2% | +14.6% |
| 3Y | +322.0% | +29.1% | +292.9% | +270.1% |
| 5Y | +245.3% | +15.0% | +230.3% | +212.8% |
| 10Y | +1,465.8% | +234.1% | +1,231.7% | +755.1% |
| All | +5,918.9% | +1,294.8% | +4,624.1% | +1,356.5% |
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