-46.0%
TSLL vs KDP
+41.3%
-87.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.9% | -12.2% | -5.7% |
| 7D | -9.4% | +5.3% | -14.8% | -8.7% |
| 30D | +1.6% | +19.1% | -17.5% | +3.2% |
| 3M | +29.4% | +19.2% | +10.2% | +31.2% |
| 6M | -20.1% | +29.3% | -49.4% | -18.6% |
| YTD | -44.5% | +35.5% | -80.0% | -42.7% |
| 1Y | -46.0% | +43.5% | -89.5% | -44.4% |
| All | -46.0% | +41.3% | -87.3% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling