-80.9%
TTD vs KMI
+157.3%
-238.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -4.6% | -1.8% | -2.9% | -3.9% |
| 30D | +3.7% | +0.1% | +3.6% | +3.5% |
| 3M | -30.2% | +1.2% | -31.4% | -30.9% |
| 6M | -51.4% | -3.9% | -47.5% | -51.0% |
| YTD | -63.4% | +17.5% | -81.0% | -66.8% |
| 1Y | -73.5% | +22.6% | -96.2% | -76.6% |
| 3Y | -83.5% | +116.3% | -199.7% | -90.0% |
| 5Y | -80.9% | +157.6% | -238.5% | -89.5% |
| All | -80.9% | +157.3% | -238.2% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling