-26.5%
TMUS vs KMB
-14.3%
-12.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.7% |
| 7D | +0.1% | -4.2% | +4.3% | +1.2% |
| 30D | +5.3% | -6.6% | +11.8% | +7.1% |
| 3M | +3.1% | +12.6% | -9.5% | +1.0% |
| 6M | -16.5% | +2.9% | -19.3% | -16.5% |
| YTD | -9.2% | +6.8% | -15.9% | -10.2% |
| 1Y | -26.5% | -14.8% | -11.7% | -22.5% |
| All | -26.5% | -14.3% | -12.2% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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