+240.8%
TMUS vs KDP
+248.3%
-7.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.3% |
| 7D | +9.5% | +8.2% | +1.3% | +6.8% |
| 30D | +13.8% | +18.4% | -4.6% | +8.1% |
| 3M | -4.6% | +29.2% | -33.8% | -12.0% |
| 6M | -11.7% | +32.3% | -44.0% | -19.3% |
| YTD | -15.4% | +38.5% | -53.9% | -23.9% |
| 1Y | -16.1% | +48.5% | -64.6% | -26.3% |
| 3Y | +20.5% | +32.5% | -12.0% | +8.0% |
| 5Y | +48.7% | +19.7% | +29.1% | +37.4% |
| 10Y | +240.8% | +256.4% | -15.6% | +156.5% |
| All | +240.8% | +248.3% | -7.5% | +156.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling