+379.4%
TTD vs KMI
+136.8%
+242.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.1% |
| 7D | +6.3% | -0.5% | +6.8% | +6.6% |
| 30D | -23.9% | +0.9% | -24.8% | -24.3% |
| 3M | -31.4% | 0.0% | -31.4% | -31.7% |
| 6M | -42.7% | -5.7% | -37.0% | -41.6% |
| YTD | -62.0% | +17.5% | -79.5% | -65.6% |
| 1Y | -72.2% | +22.3% | -94.5% | -75.5% |
| 3Y | -81.9% | +111.9% | -193.9% | -88.5% |
| 5Y | -81.5% | +151.8% | -233.4% | -89.3% |
| All | +379.4% | +136.8% | +242.6% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling