+240.8%
TMUS vs KEY
+109.2%
+131.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +9.5% | +0.5% | +9.0% | +9.4% |
| 30D | +13.8% | +6.9% | +6.9% | +12.4% |
| 3M | -4.6% | -5.0% | +0.4% | -3.8% |
| 6M | -11.7% | +0.7% | -12.4% | -11.9% |
| YTD | -15.4% | +6.5% | -21.8% | -16.7% |
| 1Y | -16.1% | +22.6% | -38.8% | -19.7% |
| 3Y | +20.5% | +125.3% | -104.9% | -0.1% |
| 5Y | +48.7% | +13.9% | +34.8% | +38.7% |
| 10Y | +240.8% | +105.3% | +135.5% | +156.0% |
| All | +240.8% | +109.2% | +131.6% | +156.0% |
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