+1,290.0%
KDP vs TTMI
+426.8%
+863.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.3% | -12.4% | -0.3% |
| 7D | +0.3% | -1.6% | +2.0% | +0.1% |
| 30D | +16.3% | -37.7% | +54.1% | +20.1% |
| 3M | +24.0% | -45.1% | +69.1% | +29.0% |
| 6M | +30.0% | -52.1% | +82.1% | +35.4% |
| YTD | +36.1% | +9.2% | +26.9% | +27.4% |
| 1Y | +46.8% | +12.9% | +33.9% | +36.2% |
| 3Y | +30.5% | +445.5% | -415.0% | -3.7% |
| 5Y | +17.9% | +427.9% | -410.0% | -14.5% |
| 10Y | +239.3% | +449.9% | -210.6% | +133.0% |
| All | +1,290.0% | +426.8% | +863.2% | +688.8% |
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