+317.8%
TMUS vs KMI
+132.8%
+185.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.9% |
| 7D | -5.3% | -1.8% | -3.6% | -4.9% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | -0.6% | +1.2% | -1.8% | -1.0% |
| 6M | -17.5% | -3.9% | -13.6% | -16.8% |
| YTD | -11.3% | +17.5% | -28.8% | -15.4% |
| 1Y | -25.4% | +22.6% | -48.0% | -29.8% |
| 3Y | +35.5% | +116.3% | -80.8% | +7.8% |
| 5Y | +41.9% | +157.6% | -115.7% | +6.3% |
| 10Y | +317.8% | +136.6% | +181.3% | +205.3% |
| All | +317.8% | +132.8% | +185.0% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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