+510.9%
TMUS vs KDP
+1,132.0%
-621.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | +0.1% | +1.3% | -1.2% | -0.4% |
| 30D | +5.3% | +6.0% | -0.7% | +2.9% |
| 3M | +3.1% | +9.2% | -6.1% | -0.4% |
| 6M | -16.5% | +14.7% | -31.1% | -20.9% |
| YTD | -9.2% | +19.2% | -28.4% | -15.4% |
| 1Y | -26.5% | +15.2% | -41.7% | -30.9% |
| 3Y | +39.0% | +6.0% | +33.0% | +32.5% |
| 5Y | +40.4% | +5.4% | +35.0% | +33.3% |
| 10Y | +303.7% | +171.9% | +131.8% | +152.8% |
| All | +510.9% | +1,132.0% | -621.1% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling