+244.6%
TMUS vs KDP
+264.7%
-20.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | +0.1% | +1.3% |
| 7D | +8.2% | +4.0% | +4.2% | +6.8% |
| 30D | +13.4% | +16.8% | -3.4% | +8.1% |
| 3M | -3.0% | +32.0% | -35.1% | -11.2% |
| 6M | -8.8% | +35.2% | -43.9% | -17.2% |
| YTD | -13.8% | +40.9% | -54.8% | -22.9% |
| 1Y | -17.1% | +47.7% | -64.7% | -27.0% |
| 3Y | +22.7% | +34.8% | -12.1% | +9.3% |
| 5Y | +52.8% | +22.6% | +30.2% | +40.1% |
| 10Y | +244.6% | +266.4% | -21.8% | +156.3% |
| All | +244.6% | +264.7% | -20.1% | +156.3% |
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