-82.5%
TTD vs KRMN
+17.6%
-100.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | +0.1% | +2.4% |
| 7D | -0.6% | -11.8% | +11.1% | +0.3% |
| 30D | +6.3% | -43.0% | +49.3% | +11.0% |
| 3M | -24.1% | -28.8% | +4.7% | -23.0% |
| 6M | -47.4% | -66.3% | +18.9% | -41.3% |
| YTD | -62.2% | -51.8% | -10.4% | -62.0% |
| 1Y | -68.3% | -44.7% | -23.6% | -69.8% |
| All | -82.5% | +17.6% | -100.1% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 10y: compounded portfolio wealth divided by compounded KRMN 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…
10y analysis · Full analysis span regression · 6 months rolling