+433.2%
KR vs TEL
+707.2%
-273.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.7% | -2.3% | -0.4% | -2.3% |
| 30D | +1.9% | -6.1% | +8.0% | +3.0% |
| 3M | -11.0% | +1.7% | -12.7% | -11.6% |
| 6M | -20.2% | +1.6% | -21.8% | -21.2% |
| YTD | -7.3% | -9.1% | +1.8% | -6.8% |
| 1Y | -13.1% | -1.7% | -11.5% | -14.3% |
| 3Y | +29.7% | +67.3% | -37.6% | +13.3% |
| 5Y | +48.8% | +52.1% | -3.3% | +30.5% |
| 10Y | +122.8% | +299.3% | -176.6% | +48.6% |
| All | +433.2% | +707.2% | -273.9% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling