+500.3%
TTD vs KDP
+238.8%
+261.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.2% | -0.4% |
| 7D | +20.8% | -4.0% | +24.7% | +22.7% |
| 30D | +27.1% | +8.5% | +18.7% | +23.1% |
| 3M | +14.7% | +20.7% | -6.0% | +6.4% |
| 6M | -26.8% | +23.2% | -50.0% | -32.5% |
| YTD | -59.2% | +30.5% | -89.7% | -63.5% |
| 1Y | -64.7% | +35.9% | -100.5% | -68.9% |
| 3Y | -75.8% | +24.8% | -100.7% | -78.8% |
| 5Y | -84.6% | +13.4% | -98.0% | -85.9% |
| All | +500.3% | +238.8% | +261.5% | +362.4% |
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