+445.2%
TMUS vs KDP
+1,294.8%
-849.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +3.6% | +2.2% | +1.4% | +2.7% |
| 30D | -3.4% | +19.9% | -23.3% | -9.7% |
| 3M | -9.5% | +21.5% | -30.9% | -15.9% |
| 6M | -15.2% | +30.1% | -45.3% | -23.4% |
| YTD | -18.9% | +34.9% | -53.9% | -28.0% |
| 1Y | -17.7% | +43.4% | -61.1% | -28.6% |
| 3Y | +15.6% | +29.1% | -13.4% | +2.3% |
| 5Y | +38.9% | +15.0% | +23.9% | +27.7% |
| 10Y | +245.3% | +234.1% | +11.2% | +99.0% |
| All | +445.2% | +1,294.8% | -849.5% | +63.1% |
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