-69.7%
TTD vs KMI
+20.9%
-90.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.4% |
| 7D | -7.4% | -2.1% | -5.4% | -7.7% |
| 30D | +3.0% | -1.7% | +4.7% | +2.9% |
| 3M | -27.6% | -1.9% | -25.7% | -27.8% |
| 6M | -49.5% | -4.3% | -45.1% | -49.6% |
| YTD | -63.2% | +15.8% | -79.0% | -64.4% |
| 1Y | -69.7% | +17.6% | -87.3% | -70.4% |
| All | -69.7% | +20.9% | -90.7% | -70.4% |
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