+687.9%
TMUS vs KWEB
+28.2%
+659.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.7% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +5.3% | -8.7% | +14.0% | +6.6% |
| 3M | +3.1% | -4.0% | +7.1% | +3.6% |
| 6M | -16.5% | -13.1% | -3.3% | -15.0% |
| YTD | -9.2% | -23.5% | +14.3% | -5.9% |
| 1Y | -26.5% | -27.2% | +0.7% | -23.5% |
| 3Y | +39.0% | -2.1% | +41.1% | +34.5% |
| 5Y | +40.4% | -40.8% | +81.2% | +45.5% |
| 10Y | +303.7% | -17.5% | +321.2% | +245.9% |
| All | +687.9% | +28.2% | +659.7% | +456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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