+14.5%
KEY vs TRMB
-36.0%
+50.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +2.9% | +2.8% | +0.1% | +1.4% |
| 30D | +8.4% | -5.9% | +14.3% | +9.9% |
| 3M | -5.8% | -3.3% | -2.5% | -6.3% |
| 6M | +5.4% | +1.3% | +4.1% | +1.0% |
| YTD | +7.1% | -29.0% | +36.0% | +25.0% |
| 1Y | +26.8% | -27.8% | +54.6% | +46.2% |
| 3Y | +128.7% | +36.3% | +92.4% | +79.6% |
| All | +14.5% | -36.0% | +50.5% | +19.2% |
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 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