+329.6%
TTD vs KDP
+218.7%
+110.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +5.2% | +2.2% | +3.0% | +4.1% |
| 30D | +6.9% | +19.9% | -13.0% | -0.5% |
| 3M | -26.8% | +21.5% | -48.3% | -32.3% |
| 6M | -46.1% | +30.1% | -76.3% | -51.4% |
| YTD | -65.9% | +34.9% | -100.9% | -70.0% |
| 1Y | -71.8% | +43.4% | -115.2% | -75.8% |
| 3Y | -83.3% | +29.1% | -112.4% | -85.6% |
| 5Y | -81.1% | +15.0% | -96.1% | -82.9% |
| 10Y | +441.7% | +234.1% | +207.6% | +259.2% |
| All | +329.6% | +218.7% | +110.9% | +232.6% |
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