-72.2%
TTD vs KDP
+15.4%
-87.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.1% |
| 7D | +6.3% | +1.3% | +5.1% | +6.0% |
| 30D | -23.9% | +6.0% | -29.9% | -25.1% |
| 3M | -31.4% | +9.2% | -40.6% | -32.3% |
| 6M | -42.7% | +14.7% | -57.4% | -43.5% |
| YTD | -62.0% | +19.2% | -81.2% | -62.6% |
| 1Y | -72.2% | +15.2% | -87.4% | -72.7% |
| All | -72.2% | +15.4% | -87.6% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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