-16.3%
TMUS vs KEY
+22.7%
-39.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +4.3% |
| 7D | +5.3% | -0.4% | +5.7% | +5.2% |
| 30D | +13.5% | +7.2% | +6.3% | +14.1% |
| 3M | -4.2% | -4.9% | +0.7% | -5.3% |
| 6M | -11.9% | +1.1% | -13.0% | -10.9% |
| YTD | -15.6% | +6.8% | -22.4% | -13.2% |
| All | -16.3% | +22.7% | -39.0% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling