+51.8%
TMUS vs KIM
+34.6%
+17.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +7.7% | +14.1% | -6.4% | +4.0% |
| 3M | -6.8% | +6.0% | -12.8% | -8.3% |
| 6M | -9.7% | +13.2% | -22.9% | -12.5% |
| YTD | -15.0% | +30.4% | -45.3% | -20.6% |
| 1Y | -19.1% | +31.0% | -50.2% | -24.6% |
| 3Y | +21.4% | +67.6% | -46.2% | +4.2% |
| All | +51.8% | +34.6% | +17.2% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling