+652.3%
KR vs TTMI
+488.7%
+163.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -2.7% | +6.0% | -8.7% | -3.0% |
| 30D | +1.9% | -6.4% | +8.4% | +2.1% |
| 3M | -11.0% | -28.9% | +17.9% | -10.1% |
| 6M | -20.2% | +26.9% | -47.1% | -22.3% |
| YTD | -7.3% | +77.3% | -84.6% | -11.9% |
| 1Y | -13.1% | +147.5% | -160.6% | -19.5% |
| 3Y | +29.7% | +847.6% | -817.9% | +8.8% |
| 5Y | +48.8% | +802.2% | -753.5% | +23.9% |
| 10Y | +122.8% | +1,076.3% | -953.6% | +78.7% |
| All | +652.3% | +488.7% | +163.6% | +453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling