+42.0%
TMUS vs KEY
+40.7%
+1.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | +0.1% | +2.2% | -2.1% | -0.1% |
| 30D | +5.3% | -3.0% | +8.3% | +5.5% |
| 3M | +3.1% | +3.3% | -0.2% | +2.9% |
| 6M | -16.5% | +9.2% | -25.6% | -17.1% |
| YTD | -9.2% | +10.6% | -19.8% | -10.2% |
| 1Y | -26.5% | +20.4% | -46.9% | -28.0% |
| 3Y | +39.0% | +121.8% | -82.8% | +25.4% |
| All | +42.0% | +40.7% | +1.3% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling