+317.5%
TMUS vs KR
+129.5%
+188.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.4% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +3.5% | +5.1% | -1.5% | +2.6% |
| 3M | -1.3% | -8.2% | +6.8% | +0.1% |
| 6M | -13.6% | -18.0% | +4.4% | -10.8% |
| YTD | -8.8% | -4.8% | -4.0% | -8.1% |
| 1Y | -22.9% | -11.0% | -11.8% | -21.5% |
| 3Y | +36.7% | +37.7% | -0.9% | +30.5% |
| 5Y | +46.6% | +52.8% | -6.2% | +36.6% |
| All | +317.5% | +129.5% | +188.0% | +251.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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