-39.7%
TSLL vs KDP
+36.0%
-75.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.4% | +10.8% | +2.2% |
| 7D | +33.0% | -4.0% | +36.9% | +32.1% |
| 30D | +7.7% | +8.5% | -0.8% | +9.1% |
| 3M | +34.7% | +20.7% | +14.0% | +38.1% |
| 6M | -31.5% | +23.2% | -54.7% | -29.7% |
| YTD | -42.4% | +30.5% | -72.8% | -39.2% |
| 1Y | -39.7% | +35.9% | -75.6% | -32.9% |
| All | -39.7% | +36.0% | -75.7% | -32.9% |
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