+1,117.5%
KDP vs TRMB
+251.8%
+865.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | +1.3% | -2.5% | +3.8% | +1.8% |
| 30D | +6.0% | +1.5% | +4.5% | +5.7% |
| 3M | +9.2% | +6.8% | +2.4% | +7.7% |
| 6M | +14.7% | -14.9% | +29.6% | +17.8% |
| YTD | +19.2% | -24.1% | +43.3% | +24.9% |
| 1Y | +15.2% | -25.4% | +40.6% | +20.8% |
| 3Y | +6.0% | +8.0% | -2.0% | +1.0% |
| 5Y | +5.4% | -37.3% | +42.7% | +10.3% |
| 10Y | +171.9% | +116.8% | +55.1% | +105.8% |
| All | +1,117.5% | +251.8% | +865.7% | +534.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling