+17.9%
KDP vs TTMI
+429.4%
-411.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.3% | -12.4% | +0.8% |
| 7D | +0.3% | -1.6% | +2.0% | +0.3% |
| 30D | +16.3% | -37.7% | +54.1% | +16.9% |
| 3M | +24.0% | -45.1% | +69.1% | +24.9% |
| 6M | +30.0% | -52.1% | +82.1% | +31.0% |
| YTD | +36.1% | +9.2% | +26.9% | +31.8% |
| 1Y | +46.8% | +12.9% | +33.9% | +41.8% |
| 3Y | +30.5% | +445.5% | -415.0% | +9.5% |
| 5Y | +17.9% | +427.9% | -410.0% | -4.5% |
| All | +17.9% | +429.4% | -411.5% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling