+17.0%
KDP vs TRMB
-38.3%
+55.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +2.2% | -16.7% | +18.9% | +4.0% |
| 30D | +19.9% | -9.9% | +29.8% | +20.7% |
| 3M | +21.5% | -7.6% | +29.1% | +21.8% |
| 6M | +30.1% | -14.7% | +44.8% | +31.4% |
| YTD | +34.9% | -30.9% | +65.9% | +39.7% |
| 1Y | +43.4% | -31.3% | +74.7% | +48.4% |
| 3Y | +29.1% | +29.4% | -0.3% | +19.4% |
| All | +17.0% | -38.3% | +55.3% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling