+365.8%
TTD vs KMB
+19.3%
+346.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.6% |
| 7D | +1.7% | -2.7% | +4.5% | +2.2% |
| 30D | +1.6% | -5.0% | +6.6% | +2.4% |
| 3M | -27.8% | +6.6% | -34.4% | -28.3% |
| 6M | -52.1% | +1.0% | -53.1% | -52.1% |
| YTD | -63.1% | +6.0% | -69.0% | -63.3% |
| 1Y | -73.1% | -16.6% | -56.4% | -72.4% |
| 3Y | -83.3% | -8.6% | -74.6% | -83.3% |
| 5Y | -80.6% | -10.9% | -69.8% | -80.7% |
| All | +365.8% | +19.3% | +346.5% | +442.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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