-4.6%
TLT vs KDP
+46.6%
-51.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +5.1% | +16.3% | -11.2% | +4.1% |
| 3M | -0.2% | +24.0% | -24.2% | -1.4% |
| 6M | -2.9% | +30.0% | -32.9% | -4.2% |
| YTD | -2.7% | +36.1% | -38.8% | -3.8% |
| All | -4.6% | +46.6% | -51.2% | -5.8% |
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