+23.0%
TMUS vs KMI
+120.4%
-97.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +8.2% | +0.2% | +7.9% | +8.1% |
| 30D | +13.4% | -3.7% | +17.0% | +13.9% |
| 3M | -3.0% | +1.2% | -4.3% | -3.8% |
| 6M | -8.8% | -0.3% | -8.5% | -9.2% |
| YTD | -13.8% | +19.2% | -33.1% | -17.7% |
| 1Y | -17.1% | +21.7% | -38.7% | -21.2% |
| All | +23.0% | +120.4% | -97.4% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling