-5.6%
TLT vs KDP
+41.3%
-46.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | +0.4% |
| 7D | +1.0% | +5.3% | -4.4% | +0.6% |
| 30D | +6.0% | +19.1% | -13.1% | +5.0% |
| 3M | -0.9% | +19.2% | -20.1% | -1.9% |
| 6M | -2.3% | +29.3% | -31.5% | -3.4% |
| YTD | -3.3% | +35.5% | -38.8% | -4.2% |
| 1Y | -5.6% | +43.5% | -49.1% | -6.3% |
| All | -5.6% | +41.3% | -46.9% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling