-65.5%
TTD vs KDP
+46.6%
-112.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.8% | +14.6% | +15.2% |
| 7D | +19.0% | +0.3% | +18.6% | +18.7% |
| 30D | +23.6% | +16.3% | +7.3% | +18.4% |
| 3M | +8.2% | +24.0% | -15.8% | +1.8% |
| 6M | -35.3% | +30.0% | -65.3% | -38.0% |
| YTD | -60.7% | +36.1% | -96.8% | -62.0% |
| All | -65.5% | +46.6% | -112.1% | -68.4% |
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 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