+13.6%
KMB vs TMF
-23.9%
+37.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.7% | +3.5% |
| 7D | +0.4% | +4.0% | -3.6% | -0.6% |
| 30D | +14.0% | +19.5% | -5.4% | +9.7% |
| 3M | -1.3% | -3.5% | +2.2% | -1.2% |
| 6M | +16.7% | -10.6% | +27.3% | +17.8% |
| YTD | +12.0% | -17.1% | +29.1% | +14.3% |
| 1Y | +13.6% | -24.3% | +37.9% | +17.9% |
| All | +13.6% | -23.9% | +37.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling