+38.7%
KMB vs TMF
-83.0%
+121.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | +3.4% | +0.6% | +2.8% | +3.4% |
| 30D | +14.7% | +16.3% | -1.6% | +14.2% |
| 3M | +3.3% | -2.7% | +6.0% | +3.3% |
| 6M | +16.8% | -13.2% | +30.0% | +17.1% |
| YTD | +15.2% | -16.7% | +31.9% | +15.6% |
| 1Y | +13.3% | -22.7% | +36.0% | +13.8% |
| 3Y | +5.4% | -26.1% | +31.5% | +5.9% |
| 5Y | +2.7% | -88.4% | +91.1% | +1.5% |
| 10Y | +38.7% | -81.8% | +120.5% | +37.4% |
| All | +38.7% | -83.0% | +121.7% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling