-33.3%
TLT vs KDP
+6.0%
-39.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | -0.6% | +6.0% | -6.6% | -0.9% |
| 3M | -2.7% | +9.2% | -11.9% | -3.3% |
| 6M | -5.6% | +14.7% | -20.3% | -6.5% |
| YTD | -2.8% | +19.2% | -22.0% | -3.9% |
| 1Y | -1.4% | +15.2% | -16.6% | -2.4% |
| 3Y | -1.6% | +6.0% | -7.6% | -2.6% |
| All | -33.3% | +6.0% | -39.3% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling