+329.6%
TTD vs KIM
+45.5%
+284.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +5.2% | +4.1% | +1.1% | +3.7% |
| 30D | +6.9% | +16.8% | -9.8% | +1.0% |
| 3M | -26.8% | +5.7% | -32.5% | -28.3% |
| 6M | -46.1% | +9.7% | -55.8% | -48.1% |
| YTD | -65.9% | +30.2% | -96.2% | -69.3% |
| 1Y | -71.8% | +32.1% | -103.9% | -74.8% |
| 3Y | -83.3% | +58.6% | -141.9% | -86.0% |
| 5Y | -81.1% | +31.2% | -112.3% | -83.1% |
| 10Y | +441.7% | +66.7% | +375.0% | +304.5% |
| All | +329.6% | +45.5% | +284.1% | +258.8% |
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 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