+237.8%
TMUS vs KMB
+39.0%
+198.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.3% |
| 7D | +4.9% | +0.9% | +4.0% | +4.6% |
| 30D | +7.7% | +10.1% | -2.4% | +4.2% |
| 3M | -6.8% | 0.0% | -6.8% | -6.9% |
| 6M | -9.7% | +15.7% | -25.4% | -14.2% |
| YTD | -15.0% | +12.6% | -27.6% | -18.8% |
| 1Y | -19.1% | +10.1% | -29.3% | -22.2% |
| 3Y | +21.4% | +2.1% | +19.3% | +18.6% |
| 5Y | +51.2% | -0.7% | +51.8% | +47.7% |
| All | +237.8% | +39.0% | +198.8% | +202.8% |
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