-72.2%
TTD vs KRE
+17.8%
-90.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.5% |
| 7D | +6.3% | +1.3% | +5.0% | +5.9% |
| 30D | -23.9% | -2.7% | -21.2% | -23.4% |
| 3M | -31.4% | +8.2% | -39.6% | -31.8% |
| 6M | -42.7% | +12.8% | -55.5% | -43.5% |
| YTD | -62.0% | +17.5% | -79.5% | -62.9% |
| 1Y | -72.2% | +16.6% | -88.8% | -74.8% |
| All | -72.2% | +17.8% | -90.0% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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