+38.9%
KDP vs TTMI
+6.4%
+32.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.5% |
| 7D | -0.8% | +11.4% | -12.2% | -0.3% |
| 30D | +9.7% | -28.3% | +38.0% | +9.1% |
| 3M | +17.6% | -46.7% | +64.3% | +16.8% |
| 6M | +25.8% | -56.1% | +81.9% | +24.8% |
| YTD | +33.9% | +7.4% | +26.5% | +30.1% |
| 1Y | +38.9% | +17.4% | +21.5% | +36.1% |
| All | +38.9% | +6.4% | +32.5% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling