-2.7%
KMB vs TT
+136.9%
-139.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -3.0% | +8.1% | -11.0% | -3.9% |
| 30D | +9.1% | -11.3% | +20.3% | +10.5% |
| 3M | -0.4% | -11.2% | +10.8% | +0.9% |
| 6M | +13.0% | -8.9% | +21.9% | +13.7% |
| YTD | +10.3% | +9.7% | +0.6% | +7.7% |
| 1Y | +8.2% | +1.3% | +7.0% | +6.9% |
| 3Y | +0.4% | +93.4% | -93.0% | -13.9% |
| 5Y | -2.7% | +133.5% | -136.2% | -24.4% |
| All | -2.7% | +136.9% | -139.6% | -24.4% |
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