+234.7%
TMUS vs KDP
+235.7%
-1.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +13.5% | +16.3% | -2.8% | +8.4% |
| 3M | -4.2% | +24.0% | -28.2% | -10.5% |
| 6M | -11.9% | +30.0% | -41.9% | -19.0% |
| YTD | -15.6% | +36.1% | -51.7% | -23.6% |
| 1Y | -16.8% | +46.8% | -63.6% | -26.6% |
| 3Y | +20.8% | +30.5% | -9.7% | +8.8% |
| 5Y | +48.0% | +17.9% | +30.1% | +37.4% |
| 10Y | +234.7% | +239.3% | -4.5% | +150.3% |
| All | +234.7% | +235.7% | -1.0% | +150.3% |
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