+591.8%
TMUS vs KEYS
+1,086.4%
-494.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -5.3% | +2.9% | -8.3% | -5.9% |
| 30D | +0.1% | -1.3% | +1.4% | +0.2% |
| 3M | -0.6% | -0.1% | -0.5% | -1.6% |
| 6M | -17.5% | +17.4% | -34.9% | -21.7% |
| YTD | -11.3% | +62.9% | -74.2% | -22.9% |
| 1Y | -25.4% | +95.7% | -121.1% | -38.6% |
| 3Y | +35.5% | +150.2% | -114.7% | +0.9% |
| 5Y | +41.9% | +83.1% | -41.2% | +13.2% |
| 10Y | +317.8% | +1,020.9% | -703.1% | +85.7% |
| All | +591.8% | +1,086.4% | -494.6% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling