+52.0%
KR vs TT
+144.9%
-92.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | -0.2% | -1.2% | +1.0% | -0.1% |
| 30D | +5.1% | -7.3% | +12.4% | +5.3% |
| 3M | -8.2% | -3.6% | -4.6% | -8.2% |
| 6M | -18.0% | +2.8% | -20.8% | -18.4% |
| YTD | -4.8% | +14.5% | -19.3% | -6.3% |
| 1Y | -11.0% | +7.4% | -18.4% | -12.0% |
| 3Y | +37.7% | +116.2% | -78.6% | +21.5% |
| All | +52.0% | +144.9% | -92.9% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling