+175.8%
KDP vs TRMB
+114.9%
+60.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +2.1% | -0.3% | +2.3% | +2.1% |
| 30D | +8.5% | -1.2% | +9.7% | +8.7% |
| 3M | +6.6% | +9.6% | -3.0% | +4.7% |
| 6M | +17.1% | -16.1% | +33.2% | +20.4% |
| YTD | +19.0% | -25.0% | +44.0% | +24.7% |
| 1Y | +21.8% | -27.7% | +49.5% | +28.2% |
| 3Y | +6.4% | +15.3% | -8.9% | -0.1% |
| 5Y | +5.1% | -37.4% | +42.5% | +10.8% |
| 10Y | +175.8% | +117.5% | +58.4% | +95.2% |
| All | +175.8% | +114.9% | +60.9% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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