+2.8%
TLT vs KR
+72.2%
-69.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | -3.1% | +4.6% | -7.7% | -3.1% |
| 30D | +1.0% | +12.2% | -11.2% | +1.2% |
| 3M | -2.7% | +24.6% | -27.3% | -2.3% |
| 6M | -4.1% | +8.2% | -12.3% | -4.2% |
| YTD | -5.4% | +15.3% | -20.6% | -5.2% |
| 1Y | -7.0% | +9.8% | -16.8% | -6.9% |
| 3Y | +2.8% | +71.4% | -68.5% | +7.7% |
| All | +2.8% | +72.2% | -69.4% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling