+1,018.0%
KEYS vs TRMB
+121.9%
+896.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +3.3% |
| 7D | +3.5% | -3.0% | +6.5% | +5.0% |
| 30D | -4.5% | +2.3% | -6.8% | -5.9% |
| 3M | -0.4% | +15.3% | -15.7% | -8.3% |
| 6M | +19.1% | -14.7% | +33.8% | +25.9% |
| YTD | +66.7% | -26.4% | +93.1% | +88.3% |
| 1Y | +96.5% | -30.4% | +126.9% | +128.4% |
| 3Y | +155.2% | +13.5% | +141.6% | +132.1% |
| 5Y | +88.0% | -38.6% | +126.6% | +119.8% |
| All | +1,018.0% | +121.9% | +896.1% | +602.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling