+52.0%
KR vs TTMI
+830.4%
-778.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.6% | +2.9% |
| 7D | -0.2% | +0.7% | -0.8% | -0.1% |
| 30D | +5.1% | -8.4% | +13.5% | +4.7% |
| 3M | -8.2% | -32.5% | +24.3% | -9.2% |
| 6M | -18.0% | +32.5% | -50.5% | -17.0% |
| YTD | -4.8% | +83.2% | -88.0% | -3.3% |
| 1Y | -11.0% | +161.7% | -172.7% | -9.6% |
| 3Y | +37.7% | +890.1% | -852.5% | +31.8% |
| All | +52.0% | +830.4% | -778.4% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling