-7.4%
TLT vs KDP
+36.0%
-43.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -0.9% |
| 7D | -2.7% | -4.0% | +1.3% | -2.4% |
| 30D | +2.2% | +8.5% | -6.3% | +1.7% |
| 3M | -1.7% | +20.7% | -22.4% | -2.6% |
| 6M | -4.0% | +23.2% | -27.1% | -4.9% |
| YTD | -4.9% | +30.5% | -35.4% | -5.6% |
| 1Y | -7.4% | +35.9% | -43.2% | -8.1% |
| All | -7.4% | +36.0% | -43.4% | -8.1% |
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 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