-13.7%
KMB vs TMF
-15.2%
+1.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | -5.5% | -2.8% | -2.6% | -5.1% |
| 3M | +14.0% | -10.9% | +24.9% | +15.8% |
| 6M | +4.1% | -21.3% | +25.4% | +7.2% |
| YTD | +8.0% | -15.9% | +23.9% | +10.4% |
| 1Y | -13.7% | -15.7% | +2.0% | -10.7% |
| All | -13.7% | -15.2% | +1.5% | -10.7% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling