-83.3%
TTD vs KDP
+28.7%
-112.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +5.2% | +2.2% | +3.0% | +4.8% |
| 30D | +6.9% | +19.9% | -13.0% | +4.7% |
| 3M | -26.8% | +21.5% | -48.3% | -28.4% |
| 6M | -46.1% | +30.1% | -76.3% | -47.2% |
| YTD | -65.9% | +34.9% | -100.9% | -66.5% |
| 1Y | -71.8% | +43.4% | -115.2% | -72.4% |
| 3Y | -83.3% | +29.1% | -112.4% | -84.6% |
| All | -83.3% | +28.7% | -112.0% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling