+35.5%
KMB vs TTMI
+408.9%
-373.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -1.5% |
| 7D | -3.0% | +22.6% | -25.6% | -3.2% |
| 30D | +9.1% | -34.3% | +43.4% | +9.6% |
| 3M | -0.4% | -44.8% | +44.3% | +0.5% |
| 6M | +13.0% | -53.3% | +66.3% | +14.1% |
| YTD | +10.3% | +10.6% | -0.2% | +6.5% |
| 1Y | +8.2% | +8.2% | 0.0% | +4.4% |
| 3Y | +0.4% | +435.7% | -435.3% | -15.5% |
| 5Y | -2.7% | +434.2% | -436.9% | -19.4% |
| All | +35.5% | +408.9% | -373.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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