-4.2%
TLT vs KDP
+17.7%
-21.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | +2.1% | -1.7% | +0.3% |
| 30D | -0.3% | +8.5% | -8.8% | -0.7% |
| 3M | -1.7% | +6.6% | -8.3% | -2.1% |
| 6M | -4.9% | +17.1% | -22.0% | -5.7% |
| YTD | -2.8% | +19.0% | -21.8% | -3.6% |
| 1Y | -4.2% | +21.8% | -26.0% | -5.0% |
| All | -4.2% | +17.7% | -21.9% | -5.0% |
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