-69.7%
TTD vs KRE
+16.4%
-86.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | -7.4% | -1.4% | -6.0% | -7.1% |
| 30D | +3.0% | -3.9% | +6.9% | +4.0% |
| 3M | -27.6% | +3.6% | -31.2% | -27.5% |
| 6M | -49.5% | +15.4% | -64.9% | -50.3% |
| YTD | -63.2% | +15.2% | -78.4% | -64.0% |
| 1Y | -69.7% | +16.5% | -86.2% | -71.3% |
| All | -69.7% | +16.4% | -86.1% | -71.3% |
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