-56.8%
TSLL vs KDP
+5.8%
-62.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.7% | +9.3% | +8.7% |
| 7D | -21.2% | +2.2% | -23.4% | -21.5% |
| 30D | -13.3% | +19.9% | -33.2% | -15.8% |
| 3M | +15.4% | +21.5% | -6.1% | +11.6% |
| 6M | -34.2% | +30.1% | -64.3% | -37.4% |
| YTD | -52.9% | +34.9% | -87.8% | -55.7% |
| 1Y | -54.3% | +43.4% | -97.7% | -57.8% |
| 3Y | -18.4% | +29.1% | -47.5% | -26.3% |
| All | -56.8% | +5.8% | -62.6% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling