+320.5%
TMUS vs KR
+458.1%
-137.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | +1.5% | -1.4% | -0.4% |
| 30D | +5.3% | +4.1% | +1.2% | +4.0% |
| 3M | +3.1% | -5.2% | +8.4% | +4.7% |
| 6M | -16.5% | -12.8% | -3.7% | -13.2% |
| YTD | -9.2% | -4.6% | -4.6% | -8.2% |
| 1Y | -26.5% | -11.7% | -14.8% | -24.2% |
| 3Y | +39.0% | +36.3% | +2.8% | +24.7% |
| 5Y | +40.4% | +40.0% | +0.4% | +21.5% |
| 10Y | +303.7% | +122.2% | +181.5% | +174.2% |
| All | +320.5% | +458.1% | -137.6% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling