-11.0%
KR vs TTMI
+155.3%
-166.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.6% | +3.1% |
| 7D | -0.2% | +0.7% | -0.8% | -0.1% |
| 30D | +5.1% | -8.4% | +13.5% | +4.3% |
| 3M | -8.2% | -32.5% | +24.3% | -11.0% |
| 6M | -18.0% | +32.5% | -50.5% | -13.8% |
| YTD | -4.8% | +83.2% | -88.0% | +3.1% |
| 1Y | -11.0% | +161.7% | -172.7% | +3.3% |
| All | -11.0% | +155.3% | -166.4% | +3.3% |
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