+244.6%
TMUS vs KIM
+63.9%
+180.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +8.2% | -1.0% | +9.2% | +8.4% |
| 30D | +13.4% | +14.8% | -1.4% | +10.6% |
| 3M | -3.0% | +8.1% | -11.2% | -4.4% |
| 6M | -8.8% | +11.7% | -20.4% | -10.6% |
| YTD | -13.8% | +30.7% | -44.6% | -17.9% |
| 1Y | -17.1% | +29.7% | -46.8% | -20.9% |
| 3Y | +22.7% | +65.1% | -42.4% | +11.3% |
| 5Y | +52.8% | +34.7% | +18.2% | +42.4% |
| 10Y | +244.6% | +64.1% | +180.5% | +189.4% |
| All | +244.6% | +63.9% | +180.8% | +189.4% |
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