-83.3%
TTD vs KMB
+2.8%
-86.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.1% |
| 7D | +5.2% | +0.5% | +4.8% | +5.1% |
| 30D | +6.9% | +12.4% | -5.4% | +6.3% |
| 3M | -26.8% | +1.0% | -27.8% | -27.0% |
| 6M | -46.1% | +12.1% | -58.3% | -45.8% |
| YTD | -65.9% | +11.6% | -77.6% | -65.7% |
| 1Y | -71.8% | +13.1% | -84.9% | -71.6% |
| 3Y | -83.3% | +1.6% | -84.9% | -82.4% |
| All | -83.3% | +2.8% | -86.1% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling