+5.4%
KMB vs TMF
-29.8%
+35.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | +14.7% | +16.3% | -1.6% | +12.9% |
| 3M | +3.3% | -2.7% | +6.0% | +3.4% |
| 6M | +16.8% | -13.2% | +30.0% | +18.0% |
| YTD | +15.2% | -16.7% | +31.9% | +16.7% |
| 1Y | +13.3% | -22.7% | +36.0% | +15.5% |
| 3Y | +5.4% | -26.1% | +31.5% | +10.0% |
| All | +5.4% | -29.8% | +35.2% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling