+36.0%
KMB vs TT
+764.8%
-728.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.3% |
| 7D | +0.5% | -2.0% | +2.5% | +0.8% |
| 30D | +12.4% | -14.0% | +26.4% | +15.2% |
| 3M | +1.0% | -15.9% | +16.9% | +3.9% |
| 6M | +12.1% | -17.3% | +29.5% | +15.4% |
| YTD | +11.6% | +4.0% | +7.7% | +9.3% |
| 1Y | +13.1% | -7.1% | +20.2% | +13.3% |
| 3Y | +1.6% | +90.2% | -88.7% | -14.8% |
| 5Y | -0.3% | +131.1% | -131.4% | -21.9% |
| All | +36.0% | +764.8% | -728.8% | -20.1% |
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