+42.0%
TMUS vs KMB
-8.4%
+50.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.0% |
| 7D | +0.1% | -3.0% | +3.1% | +1.0% |
| 30D | +5.3% | -5.5% | +10.7% | +7.0% |
| 3M | +3.1% | +14.0% | -10.8% | -0.8% |
| 6M | -16.5% | +4.1% | -20.5% | -17.5% |
| YTD | -9.2% | +8.0% | -17.2% | -11.5% |
| 1Y | -26.5% | -13.7% | -12.7% | -23.3% |
| 3Y | +39.0% | -5.9% | +45.0% | +40.7% |
| All | +42.0% | -8.4% | +50.3% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling