-82.9%
TTD vs KRMN
+32.3%
-115.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | +1.7% | -3.4% | +5.1% | +2.0% |
| 30D | +1.6% | -31.8% | +33.4% | +4.6% |
| 3M | -27.8% | -20.0% | -7.8% | -27.4% |
| 6M | -52.1% | -60.5% | +8.4% | -47.4% |
| YTD | -63.1% | -45.8% | -17.3% | -63.1% |
| 1Y | -73.1% | -36.4% | -36.7% | -74.7% |
| All | -82.9% | +32.3% | -115.2% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling