-60.3%
TSLL vs KDP
+6.5%
-66.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.3% | -22.2% | -21.9% |
| 7D | -28.9% | +4.5% | -33.4% | -29.3% |
| 30D | -21.4% | +18.5% | -39.9% | -23.5% |
| 3M | +5.0% | +20.8% | -15.9% | +1.7% |
| 6M | -36.6% | +29.4% | -66.0% | -39.6% |
| YTD | -56.6% | +35.9% | -92.5% | -59.2% |
| 1Y | -60.9% | +42.5% | -103.3% | -63.7% |
| 3Y | -25.2% | +29.4% | -54.6% | -32.4% |
| All | -60.3% | +6.5% | -66.8% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling