-1.3%
KMB vs TT
+131.0%
-132.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.3% |
| 7D | +0.9% | +4.0% | -3.1% | +0.4% |
| 30D | +10.1% | -11.3% | +21.4% | +11.5% |
| 3M | 0.0% | -12.3% | +12.3% | +1.5% |
| 6M | +15.7% | -10.8% | +26.5% | +16.8% |
| YTD | +12.6% | +8.2% | +4.5% | +10.1% |
| 1Y | +10.1% | +1.5% | +8.7% | +8.7% |
| 3Y | +2.1% | +91.5% | -89.3% | -12.3% |
| All | -1.3% | +131.0% | -132.3% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling