Social media is playing a growing role in providing consumer feedback to companies about their products and services. To maximize the benefit of this feedback, companies want to know how different consumer-segments they are interested in, such as parents, frequent travelers, and comic book fans react to their products and campaigns. In this paper, we describe how constructing consumer profiles is valuable to obtain such insights. We present the challenges in analyzing noisy social media data and the techniques we employ for building the profiles. We also present detailed experimental results from the analysis of over seven billion messages to construct profiles of over 100 million consumers. We demonstrate how consumer profiles can help in understanding consumer feedback by different key segments using a TV show analysis scenario. © 2013 IEEE.