+365.8%
TTD vs KDP
+181.2%
+184.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +1.7% | +2.1% | -0.3% | +1.0% |
| 30D | +1.6% | +8.5% | -6.9% | -1.5% |
| 3M | -27.8% | +6.6% | -34.5% | -29.5% |
| 6M | -52.1% | +17.1% | -69.2% | -54.9% |
| YTD | -63.1% | +19.0% | -82.1% | -65.7% |
| 1Y | -73.1% | +21.8% | -94.8% | -75.3% |
| 3Y | -83.3% | +6.4% | -89.7% | -84.3% |
| 5Y | -80.6% | +5.1% | -85.8% | -81.8% |
| All | +365.8% | +181.2% | +184.6% | +280.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling