+37.0%
KR vs TLN
+574.4%
-537.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | -0.2% | -1.3% | +1.2% | -0.3% |
| 30D | +5.1% | -14.3% | +19.4% | +3.8% |
| 3M | -8.2% | -9.3% | +1.1% | -8.7% |
| 6M | -18.0% | -1.1% | -16.9% | -17.8% |
| YTD | -4.8% | -16.6% | +11.8% | -5.2% |
| 1Y | -11.0% | -22.0% | +11.0% | -11.5% |
| 3Y | +37.7% | +470.2% | -432.5% | +38.0% |
| All | +37.0% | +574.4% | -537.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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