-72.2%
TTD vs KMI
+21.6%
-93.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.5% |
| 7D | +6.3% | -0.5% | +6.8% | +6.2% |
| 30D | -23.9% | +0.9% | -24.8% | -23.7% |
| 3M | -31.4% | 0.0% | -31.4% | -31.4% |
| 6M | -42.7% | -5.7% | -37.0% | -43.1% |
| YTD | -62.0% | +17.5% | -79.5% | -61.8% |
| 1Y | -72.2% | +22.3% | -94.5% | -69.8% |
| All | -72.2% | +21.6% | -93.8% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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