+379.4%
TTD vs KIM
+34.6%
+344.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | +6.3% | +0.4% | +5.9% | +6.2% |
| 30D | -23.9% | -4.0% | -19.9% | -22.7% |
| 3M | -31.4% | +0.5% | -31.9% | -31.6% |
| 6M | -42.7% | +3.6% | -46.3% | -43.6% |
| YTD | -62.0% | +20.4% | -82.4% | -64.8% |
| 1Y | -72.2% | +9.7% | -81.9% | -73.3% |
| 3Y | -81.9% | +46.0% | -127.9% | -84.4% |
| 5Y | -81.5% | +34.4% | -116.0% | -83.4% |
| All | +379.4% | +34.6% | +344.8% | +312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling