+239.3%
KDP vs TRMB
+105.8%
+133.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | +0.3% | -17.0% | +17.3% | +3.1% |
| 30D | +16.3% | -9.0% | +25.3% | +17.5% |
| 3M | +24.0% | -8.1% | +32.1% | +25.0% |
| 6M | +30.0% | -10.1% | +40.0% | +31.2% |
| YTD | +36.1% | -30.2% | +66.3% | +43.4% |
| 1Y | +46.8% | -30.7% | +77.5% | +54.7% |
| 3Y | +30.5% | +32.6% | -2.2% | +17.9% |
| 5Y | +17.9% | -38.1% | +56.0% | +23.4% |
| 10Y | +239.3% | +98.9% | +140.4% | +144.7% |
| All | +239.3% | +105.8% | +133.5% | +144.7% |
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