-12.3%
TLT vs KDP
+248.3%
-260.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.3% |
| 7D | -0.3% | +8.2% | -8.5% | -0.2% |
| 30D | +3.7% | +18.4% | -14.6% | +3.9% |
| 3M | -0.7% | +29.2% | -29.9% | -0.3% |
| 6M | -4.2% | +32.3% | -36.5% | -3.8% |
| YTD | -4.0% | +38.5% | -42.4% | -3.5% |
| 1Y | -5.8% | +48.5% | -54.3% | -5.2% |
| 3Y | +4.1% | +32.5% | -28.4% | +4.8% |
| 5Y | -34.8% | +19.7% | -54.5% | -34.4% |
| 10Y | -12.3% | +256.4% | -268.7% | -11.6% |
| All | -12.3% | +248.3% | -260.6% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling