+127.2%
KR vs TT
+954.8%
-827.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -2.7% | -1.0% | -1.7% | -2.6% |
| 30D | +1.9% | -8.9% | +10.8% | +2.6% |
| 3M | -11.0% | -1.8% | -9.2% | -11.1% |
| 6M | -20.2% | +1.9% | -22.1% | -20.7% |
| YTD | -7.3% | +13.8% | -21.1% | -8.9% |
| 1Y | -13.1% | +6.1% | -19.3% | -14.2% |
| 3Y | +29.7% | +119.6% | -89.8% | +16.0% |
| 5Y | +48.8% | +145.9% | -97.1% | +29.0% |
| All | +127.2% | +954.8% | -827.5% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling