+41.0%
TMUS vs KEY
+11.7%
+29.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +3.6% | -1.3% | +4.8% | +3.7% |
| 30D | -3.4% | +5.1% | -8.5% | -3.8% |
| 3M | -9.5% | -7.1% | -2.4% | -8.9% |
| 6M | -15.2% | -4.4% | -10.8% | -14.9% |
| YTD | -18.9% | +4.0% | -22.9% | -19.4% |
| 1Y | -17.7% | +23.4% | -41.1% | -19.6% |
| 3Y | +15.6% | +113.9% | -98.3% | +5.1% |
| All | +41.0% | +11.7% | +29.3% | +41.4% |
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