+133.4%
KR vs TEL
+316.2%
-182.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.5% |
| 7D | -0.2% | +1.6% | -1.8% | -0.2% |
| 30D | +5.1% | -0.7% | +5.7% | +5.1% |
| 3M | -8.2% | +2.4% | -10.6% | -8.3% |
| 6M | -18.0% | +4.1% | -22.1% | -18.4% |
| YTD | -4.8% | -5.8% | +1.0% | -4.7% |
| 1Y | -11.0% | +0.9% | -11.9% | -11.6% |
| 3Y | +37.7% | +72.6% | -34.9% | +29.3% |
| 5Y | +52.8% | +57.5% | -4.8% | +43.5% |
| All | +133.4% | +316.2% | -182.8% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling