+423.0%
KMB vs TTMI
+247.6%
+175.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | +6.0% | -11.5% | +17.5% | +6.4% |
| 30D | +13.5% | -40.3% | +53.8% | +15.1% |
| 3M | +3.8% | -44.5% | +48.2% | +5.3% |
| 6M | +15.6% | -54.1% | +69.7% | +17.6% |
| YTD | +14.0% | +4.7% | +9.3% | +11.3% |
| 1Y | +12.9% | +3.3% | +9.6% | +10.1% |
| 3Y | +3.7% | +407.2% | -403.5% | -7.5% |
| 5Y | -0.1% | +406.5% | -406.6% | -11.6% |
| 10Y | +41.1% | +420.4% | -379.2% | +22.7% |
| All | +423.0% | +247.6% | +175.5% | +330.1% |
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