+13.8%
KMB vs TTMI
+1,087.8%
-1,073.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -7.7% | +6.0% | -13.7% | -7.8% |
| 30D | -8.2% | -6.4% | -1.8% | -8.1% |
| 3M | -1.9% | -28.9% | +27.0% | -1.2% |
| 6M | -0.7% | +26.9% | -27.5% | -2.8% |
| YTD | +1.4% | +77.3% | -75.9% | -2.6% |
| 1Y | -19.1% | +147.5% | -166.6% | -24.1% |
| 3Y | -12.6% | +847.6% | -860.2% | -27.1% |
| 5Y | -12.7% | +802.2% | -814.9% | -27.9% |
| All | +13.8% | +1,087.8% | -1,073.9% | -11.8% |
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