-21.2%
TMUS vs KDP
+41.3%
-62.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +0.9% |
| 7D | +7.5% | +5.3% | +2.2% | +5.6% |
| 30D | -3.3% | +19.1% | -22.4% | -8.5% |
| 3M | -9.7% | +19.2% | -28.8% | -14.6% |
| 6M | -17.2% | +29.3% | -46.5% | -23.9% |
| YTD | -20.3% | +35.5% | -55.9% | -27.9% |
| 1Y | -21.2% | +43.5% | -64.7% | -29.8% |
| All | -21.2% | +41.3% | -62.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling