+45.9%
KDP vs TRMB
-31.3%
+77.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | +0.3% | -17.0% | +17.3% | +0.7% |
| 30D | +16.3% | -9.0% | +25.3% | +15.5% |
| 3M | +24.0% | -8.1% | +32.1% | +22.7% |
| 6M | +30.0% | -10.1% | +40.0% | +27.1% |
| YTD | +36.1% | -30.2% | +66.3% | +33.0% |
| All | +45.9% | -31.3% | +77.2% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling