-35.1%
TLT vs KR
+41.9%
-77.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.6% |
| 30D | -1.3% | +1.9% | -3.3% | -1.3% |
| 3M | -3.7% | -11.0% | +7.3% | -3.8% |
| 6M | -6.4% | -20.2% | +13.9% | -6.6% |
| YTD | -4.5% | -7.3% | +2.8% | -4.6% |
| 1Y | -5.9% | -13.1% | +7.3% | -6.0% |
| 3Y | -2.8% | +29.7% | -32.5% | -2.7% |
| 5Y | -35.1% | +48.8% | -83.8% | -35.2% |
| All | -35.1% | +41.9% | -77.0% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling