+332.6%
KMB vs TMF
-69.1%
+401.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.5% |
| 7D | +0.4% | +2.7% | -2.3% | +0.4% |
| 30D | +14.1% | +19.3% | -5.2% | +14.5% |
| 3M | -0.5% | -3.7% | +3.1% | -0.6% |
| 6M | +16.6% | -11.3% | +27.9% | +16.3% |
| YTD | +13.7% | -16.6% | +30.3% | +13.3% |
| 1Y | +16.1% | -21.1% | +37.2% | +15.5% |
| 3Y | +4.7% | -26.8% | +31.5% | +4.5% |
| 5Y | +1.5% | -88.0% | +89.6% | -5.5% |
| 10Y | +40.5% | -84.7% | +125.2% | +35.6% |
| All | +332.6% | -69.1% | +401.8% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling