+1,782.5%
KMB vs TT
+16,138.6%
-14,356.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -5.5% | -7.4% | +1.9% | -4.0% |
| 3M | +14.0% | -3.2% | +17.2% | +14.4% |
| 6M | +4.1% | +1.1% | +3.0% | +3.3% |
| YTD | +8.0% | +15.6% | -7.6% | +4.1% |
| 1Y | -13.7% | +9.2% | -22.9% | -16.0% |
| 3Y | -5.9% | +124.4% | -130.3% | -22.7% |
| 5Y | -8.6% | +138.0% | -146.6% | -26.8% |
| 10Y | +17.3% | +886.4% | -869.1% | -32.4% |
| All | +1,782.5% | +16,138.6% | -14,356.1% | +409.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling