+969.8%
KEY vs TRMB
+3,067.4%
-2,097.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -1.3% | -16.7% | +15.4% | +2.3% |
| 30D | +5.1% | -9.9% | +15.1% | +7.1% |
| 3M | -7.1% | -7.6% | +0.5% | -6.1% |
| 6M | -4.4% | -14.7% | +10.3% | -1.9% |
| YTD | +4.0% | -30.9% | +35.0% | +11.6% |
| 1Y | +23.4% | -31.3% | +54.8% | +32.4% |
| 3Y | +113.9% | +29.4% | +84.5% | +100.7% |
| 5Y | +12.3% | -37.4% | +49.7% | +22.2% |
| 10Y | +125.5% | +109.2% | +16.3% | +95.6% |
| All | +969.8% | +3,067.4% | -2,097.6% | +508.8% |
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