+309.1%
TMUS vs KIM
+29.1%
+280.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | +3.1% | -1.7% | +4.8% | +3.4% |
| 3M | +2.4% | -0.8% | +3.2% | +2.6% |
| 6M | -17.1% | +4.4% | -21.5% | -17.7% |
| YTD | -9.1% | +21.2% | -30.3% | -12.2% |
| 1Y | -23.6% | +10.5% | -34.2% | -25.0% |
| 3Y | +38.8% | +47.5% | -8.7% | +28.4% |
| 5Y | +43.0% | +37.1% | +5.9% | +33.0% |
| 10Y | +309.1% | +29.5% | +279.6% | +301.8% |
| All | +309.1% | +29.1% | +280.0% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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