+15.6%
TMUS vs KDP
+28.7%
-13.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +3.6% | +2.2% | +1.4% | +2.9% |
| 30D | -3.4% | +19.9% | -23.3% | -7.6% |
| 3M | -9.5% | +21.5% | -30.9% | -13.7% |
| 6M | -15.2% | +30.1% | -45.3% | -20.5% |
| YTD | -18.9% | +34.9% | -53.9% | -24.7% |
| 1Y | -17.7% | +43.4% | -61.1% | -24.6% |
| 3Y | +15.6% | +29.1% | -13.4% | +9.3% |
| All | +15.6% | +28.7% | -13.0% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling