-17.1%
TMUS vs KEY
+23.0%
-40.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | +8.2% | -0.5% | +8.7% | +8.1% |
| 30D | +13.4% | +6.7% | +6.6% | +13.9% |
| 3M | -3.0% | -4.6% | +1.6% | -4.1% |
| 6M | -8.8% | +2.6% | -11.4% | -7.3% |
| YTD | -13.8% | +7.0% | -20.8% | -11.6% |
| 1Y | -17.1% | +23.5% | -40.5% | -10.2% |
| All | -17.1% | +23.0% | -40.1% | -10.2% |
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 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