-84.0%
TTD vs KRE
+83.2%
-167.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | -4.6% | -1.1% | -3.5% | -4.1% |
| 30D | +3.7% | -3.4% | +7.1% | +5.5% |
| 3M | -30.2% | +3.7% | -33.9% | -31.3% |
| 6M | -51.4% | +14.8% | -66.2% | -54.8% |
| YTD | -63.4% | +14.7% | -78.1% | -66.2% |
| 1Y | -73.5% | +16.0% | -89.5% | -75.8% |
| All | -84.0% | +83.2% | -167.1% | -89.1% |
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