-72.0%
TTD vs KIM
+33.1%
-105.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.2% |
| 7D | +3.7% | +10.6% | -6.9% | +1.9% |
| 30D | +10.4% | +17.5% | -7.0% | +7.9% |
| 3M | -31.6% | +4.7% | -36.3% | -32.9% |
| 6M | -45.1% | +13.1% | -58.2% | -45.7% |
| YTD | -65.1% | +32.1% | -97.2% | -66.5% |
| 1Y | -72.0% | +32.7% | -104.7% | -73.2% |
| All | -72.0% | +33.1% | -105.1% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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