+239.9%
TMUS vs KEY
+95.2%
+144.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | +6.5% | +1.8% | +4.7% | +6.2% |
| 30D | +11.3% | +7.1% | +4.1% | +9.9% |
| 3M | -2.9% | -5.9% | +3.0% | -1.9% |
| 6M | -10.5% | +2.2% | -12.7% | -10.9% |
| YTD | -14.4% | +6.4% | -20.8% | -15.8% |
| 1Y | -17.9% | +24.8% | -42.6% | -21.6% |
| 3Y | +21.9% | +125.2% | -103.4% | +1.1% |
| 5Y | +52.1% | +13.0% | +39.2% | +42.1% |
| All | +239.9% | +95.2% | +144.7% | +156.5% |
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