-16.3%
TMUS vs KIM
+31.8%
-48.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.7% |
| 7D | +5.3% | +2.8% | +2.5% | +4.2% |
| 30D | +13.5% | +16.3% | -2.8% | +7.4% |
| 3M | -4.2% | +6.6% | -10.9% | -6.6% |
| 6M | -11.9% | +12.3% | -24.2% | -14.2% |
| YTD | -15.6% | +31.6% | -47.1% | -20.8% |
| All | -16.3% | +31.8% | -48.1% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling