+42.4%
TMUS vs KR
+41.9%
+0.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -5.8% | -2.7% | -3.1% | -5.2% |
| 30D | -0.2% | +1.9% | -2.2% | -0.7% |
| 3M | -4.0% | -11.0% | +7.1% | -1.5% |
| 6M | -18.1% | -20.2% | +2.1% | -14.1% |
| YTD | -11.3% | -7.3% | -4.1% | -10.0% |
| 1Y | -24.7% | -13.1% | -11.6% | -22.6% |
| 3Y | +35.4% | +29.7% | +5.7% | +30.1% |
| 5Y | +42.4% | +48.8% | -6.3% | +28.6% |
| All | +42.4% | +41.9% | +0.5% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling