-11.7%
KR vs TTMI
+171.3%
-183.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | +1.2% |
| 7D | +1.5% | +5.9% | -4.4% | +2.2% |
| 30D | +4.1% | -4.3% | +8.4% | +3.9% |
| 3M | -5.2% | -32.0% | +26.8% | -8.0% |
| 6M | -12.8% | +19.5% | -32.2% | -9.0% |
| YTD | -4.6% | +82.0% | -86.6% | +3.2% |
| 1Y | -11.7% | +172.6% | -184.3% | +2.9% |
| All | -11.7% | +171.3% | -183.0% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling