+412.0%
KMB vs TTMI
+220.0%
+192.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.9% | -8.7% | -2.1% |
| 7D | +0.5% | -19.8% | +20.3% | +1.1% |
| 30D | +12.4% | -48.1% | +60.5% | +14.5% |
| 3M | +1.0% | -51.2% | +52.2% | +3.0% |
| 6M | +12.1% | -59.6% | +71.7% | +14.7% |
| YTD | +11.6% | -3.6% | +15.2% | +9.3% |
| 1Y | +13.1% | -2.3% | +15.5% | +10.4% |
| 3Y | +1.6% | +369.4% | -367.8% | -9.1% |
| 5Y | -0.3% | +365.4% | -365.8% | -11.5% |
| 10Y | +37.9% | +413.2% | -375.3% | +19.9% |
| All | +412.0% | +220.0% | +192.0% | +322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling