+34.0%
KR vs TLN
+469.0%
-435.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.7% |
| 7D | -2.7% | +2.0% | -4.6% | -2.5% |
| 30D | +1.9% | -12.9% | +14.9% | +0.8% |
| 3M | -11.0% | -7.4% | -3.6% | -11.4% |
| 6M | -20.2% | -6.0% | -14.2% | -20.2% |
| YTD | -7.3% | -16.9% | +9.6% | -7.7% |
| 1Y | -13.1% | -22.6% | +9.5% | -13.6% |
| All | +34.0% | +469.0% | -435.0% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling