-33.0%
TSLL vs KDP
+39.5%
-72.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -3.3% |
| 7D | +17.8% | -0.8% | +18.6% | +17.7% |
| 30D | +8.2% | +9.7% | -1.5% | +9.9% |
| 3M | +20.9% | +17.6% | +3.2% | +23.7% |
| 6M | -37.5% | +25.8% | -63.3% | -35.8% |
| YTD | -44.5% | +33.9% | -78.4% | -41.3% |
| 1Y | -33.0% | +38.9% | -71.8% | -24.6% |
| All | -33.0% | +39.5% | -72.5% | -24.6% |
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