+256.4%
KDP vs TRMB
+96.4%
+159.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +8.2% | -16.6% | +24.8% | +11.1% |
| 30D | +18.4% | -8.9% | +27.2% | +19.5% |
| 3M | +29.2% | -6.3% | +35.5% | +29.8% |
| 6M | +32.3% | -10.0% | +42.2% | +33.5% |
| YTD | +38.5% | -30.1% | +68.6% | +45.9% |
| 1Y | +48.5% | -31.3% | +79.8% | +56.7% |
| 3Y | +32.5% | +30.8% | +1.6% | +20.1% |
| 5Y | +19.7% | -35.9% | +55.6% | +24.2% |
| 10Y | +256.4% | +101.7% | +154.7% | +161.9% |
| All | +256.4% | +96.4% | +159.9% | +161.9% |
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