-1.3%
KMB vs TMF
-88.3%
+87.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +0.1% | -3.4% | +3.4% | +0.3% |
| 30D | +10.2% | +11.5% | -1.3% | +9.4% |
| 3M | +1.5% | -4.5% | +6.0% | +1.7% |
| 6M | +16.6% | -15.0% | +31.6% | +17.7% |
| YTD | +12.1% | -19.9% | +31.9% | +13.4% |
| 1Y | +11.1% | -26.6% | +37.6% | +13.0% |
| 3Y | +1.9% | -29.8% | +31.8% | +3.2% |
| 5Y | -1.3% | -88.2% | +86.9% | +5.7% |
| All | -1.3% | -88.3% | +87.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling