-11.8%
TLT vs KDP
+264.7%
-276.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | +0.1% |
| 7D | -1.0% | +4.0% | -5.0% | -1.0% |
| 30D | +3.7% | +16.8% | -13.1% | +3.9% |
| 3M | -0.8% | +32.0% | -32.8% | -0.4% |
| 6M | -3.6% | +35.2% | -38.7% | -3.2% |
| YTD | -3.9% | +40.9% | -44.8% | -3.4% |
| 1Y | -6.2% | +47.7% | -53.9% | -5.6% |
| 3Y | +4.2% | +34.8% | -30.6% | +4.8% |
| 5Y | -34.7% | +22.6% | -57.3% | -34.3% |
| 10Y | -11.8% | +266.4% | -278.2% | -11.1% |
| All | -11.8% | +264.7% | -276.5% | -11.1% |
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