+38.7%
KMB vs TT
+782.6%
-743.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +2.4% |
| 7D | +3.4% | +1.7% | +1.7% | +3.0% |
| 30D | +14.7% | -11.8% | +26.5% | +17.1% |
| 3M | +3.3% | -12.6% | +15.9% | +5.5% |
| 6M | +16.8% | -9.4% | +26.2% | +18.1% |
| YTD | +15.2% | +8.8% | +6.4% | +11.9% |
| 1Y | +13.3% | -2.5% | +15.8% | +12.5% |
| 3Y | +5.4% | +95.7% | -90.2% | -11.9% |
| 5Y | +2.7% | +135.7% | -133.0% | -19.7% |
| 10Y | +38.7% | +750.6% | -712.0% | -19.3% |
| All | +38.7% | +782.6% | -743.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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