+1,117.5%
KDP vs TTMI
+778.3%
+339.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -1.8% |
| 7D | +1.3% | +5.9% | -4.6% | +0.6% |
| 30D | +6.0% | -4.3% | +10.3% | +6.1% |
| 3M | +9.2% | -32.0% | +41.2% | +12.2% |
| 6M | +14.7% | +19.5% | -4.8% | +9.7% |
| YTD | +19.2% | +82.0% | -62.8% | +7.9% |
| 1Y | +15.2% | +172.6% | -157.5% | -1.6% |
| 3Y | +6.0% | +744.7% | -738.7% | -23.8% |
| 5Y | +5.4% | +805.6% | -800.1% | -26.4% |
| 10Y | +171.9% | +1,057.6% | -885.7% | +74.2% |
| All | +1,117.5% | +778.3% | +339.2% | +568.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling