+430.9%
TTD vs KDP
+232.8%
+198.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.9% | +3.0% |
| 7D | +20.8% | +4.0% | +16.8% | +19.1% |
| 30D | +33.8% | +16.8% | +17.0% | +25.9% |
| 3M | +17.8% | +32.0% | -14.2% | +5.5% |
| 6M | -25.7% | +35.2% | -60.9% | -34.0% |
| YTD | -57.9% | +40.9% | -98.8% | -63.5% |
| 1Y | -63.8% | +47.7% | -111.5% | -69.2% |
| 3Y | -75.0% | +34.8% | -109.8% | -78.8% |
| 5Y | -82.5% | +22.6% | -105.2% | -84.5% |
| 10Y | +527.9% | +266.4% | +261.5% | +291.6% |
| All | +430.9% | +232.8% | +198.1% | +304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling