+238.4%
TMUS vs KEY
+120.9%
+117.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.6% | -1.3% | +4.8% | +3.8% |
| 30D | -3.4% | +5.1% | -8.5% | -4.2% |
| 3M | -9.5% | -7.1% | -2.4% | -8.3% |
| 6M | -15.2% | -4.4% | -10.8% | -14.6% |
| YTD | -18.9% | +4.0% | -22.9% | -19.9% |
| 1Y | -17.7% | +23.4% | -41.1% | -21.3% |
| 3Y | +15.6% | +113.9% | -98.3% | -3.2% |
| 5Y | +38.9% | +12.3% | +26.6% | +29.6% |
| All | +238.4% | +120.9% | +117.5% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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