+56.8%
TLT vs KDP
+1,294.8%
-1,237.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | +0.1% | +2.2% | -2.1% | +0.3% |
| 30D | +6.2% | +19.9% | -13.8% | +7.5% |
| 3M | +0.1% | +21.5% | -21.4% | +1.4% |
| 6M | -3.0% | +30.1% | -33.1% | -1.1% |
| YTD | -2.7% | +34.9% | -37.7% | -0.6% |
| 1Y | -4.8% | +43.4% | -48.2% | -2.3% |
| 3Y | +6.9% | +29.1% | -22.2% | +9.4% |
| 5Y | -34.5% | +15.0% | -49.4% | -33.4% |
| 10Y | -17.3% | +234.1% | -251.4% | -4.4% |
| All | +56.8% | +1,294.8% | -1,237.9% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling