+4,297.1%
KR vs TT
+15,943.6%
-11,646.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | -0.2% | -1.2% | +1.0% | +0.1% |
| 30D | +5.1% | -7.3% | +12.4% | +6.6% |
| 3M | -8.2% | -3.6% | -4.6% | -7.8% |
| 6M | -18.0% | +2.8% | -20.8% | -19.1% |
| YTD | -4.8% | +14.5% | -19.3% | -8.3% |
| 1Y | -11.0% | +7.4% | -18.4% | -13.4% |
| 3Y | +37.7% | +116.2% | -78.6% | +13.7% |
| 5Y | +52.8% | +147.4% | -94.6% | +20.9% |
| 10Y | +128.8% | +953.3% | -824.5% | +26.5% |
| All | +4,297.1% | +15,943.6% | -11,646.5% | +884.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling