-13.7%
KMB vs TTMI
+830.4%
-844.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.3% |
| 7D | -6.5% | +0.7% | -7.2% | -6.5% |
| 30D | -8.8% | -8.4% | -0.4% | -8.9% |
| 3M | -2.2% | -32.5% | +30.3% | -2.3% |
| 6M | +0.7% | +32.5% | -31.8% | +0.3% |
| YTD | +1.0% | +83.2% | -82.2% | +0.8% |
| 1Y | -20.3% | +161.7% | -182.0% | -20.8% |
| 3Y | -13.3% | +890.1% | -903.4% | -19.4% |
| All | -13.7% | +830.4% | -844.0% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling