+21.8%
KDP vs TRMB
-27.5%
+49.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +2.1% | -0.3% | +2.3% | +2.1% |
| 30D | +8.5% | -1.2% | +9.7% | +8.5% |
| 3M | +6.6% | +9.6% | -3.0% | +5.7% |
| 6M | +17.1% | -16.1% | +33.2% | +16.0% |
| YTD | +19.0% | -25.0% | +44.0% | +19.0% |
| 1Y | +21.8% | -27.7% | +49.5% | +21.6% |
| All | +21.8% | -27.5% | +49.2% | +21.6% |
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