+320.5%
TMUS vs KMB
+205.3%
+115.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.7% |
| 7D | +0.1% | -3.0% | +3.1% | +1.6% |
| 30D | +5.3% | -5.5% | +10.7% | +8.1% |
| 3M | +3.1% | +14.0% | -10.8% | -3.7% |
| 6M | -16.5% | +4.1% | -20.5% | -18.7% |
| YTD | -9.2% | +8.0% | -17.2% | -13.5% |
| 1Y | -26.5% | -13.7% | -12.7% | -22.0% |
| 3Y | +39.0% | -5.9% | +45.0% | +38.6% |
| 5Y | +40.4% | -8.6% | +49.0% | +39.7% |
| 10Y | +303.7% | +17.3% | +286.4% | +225.1% |
| All | +320.5% | +205.3% | +115.2% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling