-26.5%
TMUS vs KEYS
+98.0%
-124.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.3% |
| 7D | +0.1% | +2.3% | -2.2% | +0.4% |
| 30D | +5.3% | -2.6% | +7.9% | +5.0% |
| 3M | +3.1% | -4.6% | +7.8% | +3.2% |
| 6M | -16.5% | +8.7% | -25.2% | -15.1% |
| YTD | -9.2% | +61.0% | -70.2% | -2.3% |
| 1Y | -26.5% | +96.0% | -122.5% | -18.4% |
| All | -26.5% | +98.0% | -124.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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