+379.4%
TTD vs KMB
+21.6%
+357.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.1% |
| 7D | +6.3% | -3.0% | +9.4% | +6.8% |
| 30D | -23.9% | -5.5% | -18.4% | -23.3% |
| 3M | -31.4% | +14.0% | -45.4% | -32.4% |
| 6M | -42.7% | +4.1% | -46.8% | -42.9% |
| YTD | -62.0% | +8.0% | -70.0% | -62.4% |
| 1Y | -72.2% | -13.7% | -58.5% | -71.6% |
| 3Y | -81.9% | -5.9% | -76.0% | -82.0% |
| 5Y | -81.5% | -8.6% | -72.9% | -81.7% |
| All | +379.4% | +21.6% | +357.8% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling