+238.4%
TMUS vs KMB
+36.7%
+201.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | +3.6% | +0.5% | +3.1% | +3.4% |
| 30D | -3.4% | +12.4% | -15.8% | -7.1% |
| 3M | -9.5% | +1.0% | -10.4% | -9.9% |
| 6M | -15.2% | +12.1% | -27.3% | -18.5% |
| YTD | -18.9% | +11.6% | -30.5% | -22.3% |
| 1Y | -17.7% | +13.1% | -30.8% | -21.5% |
| 3Y | +15.6% | +1.6% | +14.1% | +13.2% |
| 5Y | +38.9% | -0.3% | +39.2% | +35.5% |
| All | +238.4% | +36.7% | +201.7% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling