+52.1%
TMUS vs KDP
+13.5%
+38.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +1.8% |
| 7D | +6.5% | -4.0% | +10.5% | +7.8% |
| 30D | +11.3% | +8.5% | +2.8% | +8.4% |
| 3M | -2.9% | +20.7% | -23.6% | -8.7% |
| 6M | -10.5% | +23.2% | -33.7% | -16.6% |
| YTD | -14.4% | +30.5% | -44.9% | -21.8% |
| 1Y | -17.9% | +35.9% | -53.8% | -26.1% |
| 3Y | +21.9% | +24.8% | -3.0% | +9.7% |
| 5Y | +52.1% | +13.4% | +38.7% | +40.4% |
| All | +52.1% | +13.5% | +38.7% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling