+41.2%
KEY vs TRMB
-37.2%
+78.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +2.2% | -2.5% | +4.7% | +3.6% |
| 30D | -3.0% | +1.5% | -4.5% | -4.2% |
| 3M | +3.3% | +6.8% | -3.4% | -1.4% |
| 6M | +9.2% | -14.9% | +24.1% | +17.8% |
| YTD | +10.6% | -24.1% | +34.7% | +26.9% |
| 1Y | +20.4% | -25.4% | +45.8% | +38.6% |
| 3Y | +121.8% | +8.0% | +113.8% | +101.8% |
| All | +41.2% | -37.2% | +78.4% | +49.0% |
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