+5.1%
KDP vs TTMI
+840.7%
-835.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.2% |
| 7D | +2.1% | +12.2% | -10.1% | +1.8% |
| 30D | +8.5% | -5.7% | +14.2% | +8.6% |
| 3M | +6.6% | -27.5% | +34.1% | +7.4% |
| 6M | +17.1% | +47.1% | -30.1% | +14.2% |
| YTD | +19.0% | +87.5% | -68.4% | +14.6% |
| 1Y | +21.8% | +175.2% | -153.4% | +14.5% |
| 3Y | +6.4% | +901.9% | -895.5% | -11.9% |
| 5Y | +5.1% | +843.5% | -838.3% | -13.2% |
| All | +5.1% | +840.7% | -835.6% | -13.2% |
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