+83.8%
KRE vs TMUS
+244.6%
-160.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.7% | +4.9% | -4.2% | -0.8% |
| 30D | +6.1% | +7.7% | -1.6% | +3.3% |
| 3M | -5.9% | -6.8% | +0.9% | -4.5% |
| 6M | +9.6% | -9.7% | +19.3% | +11.7% |
| YTD | +14.2% | -15.0% | +29.1% | +17.8% |
| 1Y | +22.5% | -19.1% | +41.6% | +28.7% |
| 3Y | +90.4% | +21.4% | +68.9% | +64.0% |
| 5Y | +11.9% | +51.2% | -39.3% | -14.0% |
| All | +83.8% | +244.6% | -160.8% | +4.2% |
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