+42.0%
TMUS vs KIM
+34.4%
+7.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +5.3% | -4.0% | +9.2% | +6.3% |
| 3M | +3.1% | +0.5% | +2.6% | +3.1% |
| 6M | -16.5% | +3.6% | -20.1% | -17.2% |
| YTD | -9.2% | +20.4% | -29.6% | -13.3% |
| 1Y | -26.5% | +9.7% | -36.2% | -28.2% |
| 3Y | +39.0% | +46.0% | -7.0% | +24.0% |
| All | +42.0% | +34.4% | +7.5% | +28.3% |
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