+379.4%
TTD vs KDP
+181.5%
+197.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.0% |
| 7D | +6.3% | +1.3% | +5.1% | +5.9% |
| 30D | -23.9% | +6.0% | -29.9% | -25.4% |
| 3M | -31.4% | +9.2% | -40.6% | -33.6% |
| 6M | -42.7% | +14.7% | -57.4% | -45.7% |
| YTD | -62.0% | +19.2% | -81.2% | -64.7% |
| 1Y | -72.2% | +15.2% | -87.4% | -73.9% |
| 3Y | -81.9% | +6.0% | -87.9% | -83.1% |
| 5Y | -81.5% | +5.4% | -87.0% | -82.7% |
| All | +379.4% | +181.5% | +197.9% | +291.0% |
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