+240.8%
TMUS vs KMB
+38.4%
+202.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.6% |
| 7D | +9.5% | +6.0% | +3.5% | +7.3% |
| 30D | +13.8% | +13.5% | +0.3% | +9.0% |
| 3M | -4.6% | +3.8% | -8.3% | -5.8% |
| 6M | -11.7% | +15.6% | -27.3% | -16.0% |
| YTD | -15.4% | +14.0% | -29.4% | -19.5% |
| 1Y | -16.1% | +12.9% | -29.1% | -20.0% |
| 3Y | +20.5% | +3.7% | +16.8% | +17.1% |
| 5Y | +48.7% | -0.1% | +48.8% | +45.0% |
| 10Y | +240.8% | +41.1% | +199.7% | +203.5% |
| All | +240.8% | +38.4% | +202.4% | +203.5% |
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