+420.9%
TTD vs KMI
+142.9%
+278.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | +21.3% | +6.5% | +14.7% | +17.8% |
| 30D | +28.7% | -3.4% | +32.2% | +30.4% |
| 3M | +7.7% | +0.4% | +7.3% | +6.6% |
| 6M | -23.5% | -0.9% | -22.5% | -24.0% |
| YTD | -58.7% | +20.5% | -79.2% | -63.2% |
| 1Y | -63.4% | +23.2% | -86.6% | -67.9% |
| 3Y | -75.3% | +121.6% | -196.9% | -84.6% |
| 5Y | -84.4% | +149.1% | -233.5% | -90.9% |
| 10Y | +516.1% | +158.3% | +357.8% | +221.0% |
| All | +420.9% | +142.9% | +278.1% | +195.8% |
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