+96.0%
KEYS vs TRMB
-24.7%
+120.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | +2.3% | -2.5% | +4.8% | +2.7% |
| 30D | -2.6% | +1.5% | -4.1% | -2.9% |
| 3M | -4.6% | +6.8% | -11.4% | -5.6% |
| 6M | +8.7% | -14.9% | +23.7% | +19.1% |
| YTD | +61.0% | -24.1% | +85.1% | +88.1% |
| 1Y | +96.0% | -25.4% | +121.4% | +130.0% |
| All | +96.0% | -24.7% | +120.7% | +130.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling