-73.5%
TTD vs KIM
+9.4%
-82.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -4.6% | -1.0% | -3.6% | -4.5% |
| 30D | +3.7% | -1.1% | +4.7% | +3.8% |
| 3M | -30.2% | -5.3% | -24.9% | -29.8% |
| 6M | -51.4% | +3.9% | -55.3% | -51.3% |
| YTD | -63.4% | +20.3% | -83.7% | -64.5% |
| 1Y | -73.5% | +10.4% | -84.0% | -73.8% |
| All | -73.5% | +9.4% | -82.9% | -73.8% |
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