+2,381.5%
KLAC vs TMUS
+248.1%
+2,133.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +4.7% |
| 7D | +7.5% | +8.2% | -0.7% | +4.9% |
| 30D | -15.3% | +13.4% | -28.7% | -19.2% |
| 3M | -19.6% | -3.0% | -16.6% | -19.8% |
| 6M | -12.5% | -8.8% | -3.8% | -12.4% |
| YTD | +33.0% | -13.8% | +46.8% | +34.1% |
| 1Y | +35.9% | -17.1% | +53.0% | +39.3% |
| 3Y | +208.6% | +22.7% | +186.0% | +139.8% |
| 5Y | +309.5% | +52.8% | +256.6% | +174.7% |
| 10Y | +2,381.5% | +244.6% | +2,136.9% | +975.3% |
| All | +2,381.5% | +248.1% | +2,133.5% | +975.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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