+364.1%
TTD vs KMI
+133.4%
+230.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | -7.4% | -2.1% | -5.4% | -6.5% |
| 30D | +3.0% | -1.7% | +4.7% | +3.7% |
| 3M | -27.6% | -1.9% | -25.7% | -27.2% |
| 6M | -49.5% | -4.3% | -45.1% | -48.9% |
| YTD | -63.2% | +15.8% | -79.0% | -66.4% |
| 1Y | -69.7% | +17.6% | -87.3% | -72.7% |
| 3Y | -83.3% | +113.1% | -196.5% | -89.4% |
| 5Y | -80.8% | +154.0% | -234.8% | -88.9% |
| All | +364.1% | +133.4% | +230.7% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling