+317.5%
TMUS vs KEYS
+1,049.9%
-732.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | +2.2% |
| 7D | +0.4% | +3.5% | -3.0% | -0.2% |
| 30D | +3.5% | -4.5% | +8.0% | +4.3% |
| 3M | -1.3% | -0.4% | -0.9% | -2.1% |
| 6M | -13.6% | +19.1% | -32.7% | -18.0% |
| YTD | -8.8% | +66.7% | -75.4% | -20.8% |
| 1Y | -22.9% | +96.5% | -119.3% | -36.2% |
| 3Y | +36.7% | +155.2% | -118.4% | +1.9% |
| 5Y | +46.6% | +88.0% | -41.4% | +16.8% |
| All | +317.5% | +1,049.9% | -732.4% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling