-83.3%
TTD vs KMI
+121.9%
-205.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.7% | -3.3% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | +1.6% | +3.7% | -2.1% | +0.6% |
| 3M | -27.8% | +3.2% | -31.0% | -28.6% |
| 6M | -52.1% | -3.0% | -49.1% | -51.9% |
| YTD | -63.1% | +19.7% | -82.7% | -65.6% |
| 1Y | -73.1% | +25.6% | -98.7% | -75.5% |
| 3Y | -83.3% | +120.2% | -203.5% | -88.5% |
| All | -83.3% | +121.9% | -205.2% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling