+131.2%
TLT vs KR
+743.3%
-612.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | -0.2% |
| 7D | +0.4% | -1.3% | +1.7% | +0.3% |
| 30D | -0.3% | +1.5% | -1.8% | -0.2% |
| 3M | -1.7% | -8.5% | +6.8% | -2.3% |
| 6M | -4.9% | -21.9% | +17.0% | -6.5% |
| YTD | -2.8% | -6.9% | +4.1% | -3.1% |
| 1Y | -4.2% | -14.0% | +9.8% | -5.0% |
| 3Y | -1.1% | +30.3% | -31.4% | +1.8% |
| 5Y | -33.7% | +37.7% | -71.4% | -30.9% |
| 10Y | -20.7% | +125.2% | -145.9% | -11.1% |
| All | +131.2% | +743.3% | -612.1% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling