-75.3%
TTD vs KRE
+91.7%
-167.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +21.3% | +0.7% | +20.5% | +20.9% |
| 30D | +28.7% | +6.1% | +22.6% | +25.1% |
| 3M | +7.7% | -5.9% | +13.6% | +11.4% |
| 6M | -23.5% | +9.6% | -33.1% | -26.6% |
| YTD | -58.7% | +14.2% | -72.9% | -61.6% |
| 1Y | -63.4% | +22.5% | -85.9% | -67.4% |
| 3Y | -75.3% | +90.4% | -165.7% | -83.5% |
| All | -75.3% | +91.7% | -167.0% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling