+975.5%
KEY vs TRMB
+3,039.9%
-2,064.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | -2.5% | -17.9% | +15.4% | +1.4% |
| 30D | +4.1% | -12.0% | +16.1% | +6.5% |
| 3M | -8.4% | -8.4% | +0.1% | -7.2% |
| 6M | -2.3% | -21.5% | +19.3% | +2.1% |
| YTD | +4.6% | -31.5% | +36.1% | +12.4% |
| 1Y | +24.6% | -33.4% | +58.0% | +34.6% |
| 3Y | +112.8% | +26.5% | +86.3% | +100.7% |
| 5Y | +12.9% | -37.9% | +50.8% | +23.1% |
| 10Y | +126.7% | +107.3% | +19.3% | +97.0% |
| All | +975.5% | +3,039.9% | -2,064.5% | +513.2% |
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