+146.6%
KRE vs TMUS
+335.3%
-188.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.7% |
| 7D | -1.6% | +8.2% | -9.8% | -3.7% |
| 30D | +4.9% | +13.4% | -8.5% | +1.1% |
| 3M | -4.5% | -3.0% | -1.4% | -4.4% |
| 6M | +7.7% | -8.8% | +16.4% | +9.0% |
| YTD | +14.5% | -13.8% | +28.4% | +17.1% |
| 1Y | +21.5% | -17.1% | +38.6% | +25.4% |
| 3Y | +91.2% | +22.7% | +68.6% | +73.9% |
| 5Y | +11.8% | +52.8% | -41.1% | -5.5% |
| 10Y | +89.3% | +244.6% | -155.3% | +26.5% |
| All | +146.6% | +335.3% | -188.7% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling