+256.4%
KDP vs TTMI
+415.6%
-159.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.0% |
| 7D | +8.2% | -11.5% | +19.7% | +8.7% |
| 30D | +18.4% | -40.3% | +58.7% | +20.9% |
| 3M | +29.2% | -44.5% | +73.7% | +32.3% |
| 6M | +32.3% | -54.1% | +86.4% | +36.0% |
| YTD | +38.5% | +4.7% | +33.8% | +31.4% |
| 1Y | +48.5% | +3.3% | +45.1% | +40.5% |
| 3Y | +32.5% | +407.2% | -374.8% | +2.1% |
| 5Y | +19.7% | +406.5% | -386.8% | -9.8% |
| 10Y | +256.4% | +420.4% | -164.0% | +150.1% |
| All | +256.4% | +415.6% | -159.2% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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