-20.7%
TLT vs KR
+129.5%
-150.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | +0.2% |
| 7D | -1.6% | -0.2% | -1.5% | -1.6% |
| 30D | -1.1% | +5.1% | -6.2% | -0.9% |
| 3M | -4.9% | -8.2% | +3.3% | -5.1% |
| 6M | -5.0% | -18.0% | +13.0% | -5.7% |
| YTD | -4.4% | -4.8% | +0.4% | -4.4% |
| 1Y | -6.4% | -11.0% | +4.6% | -6.7% |
| 3Y | -2.0% | +37.7% | -39.7% | -0.2% |
| 5Y | -35.0% | +52.8% | -87.8% | -33.0% |
| All | -20.7% | +129.5% | -150.2% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling