+1,071.7%
KEYS vs TRMB
+100.0%
+971.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.3% |
| 7D | +2.9% | -2.9% | +5.8% | +4.2% |
| 30D | -1.3% | -1.8% | +0.5% | -1.0% |
| 3M | -0.1% | +8.4% | -8.5% | -4.9% |
| 6M | +17.4% | -18.5% | +35.9% | +26.0% |
| YTD | +62.9% | -26.7% | +89.6% | +82.5% |
| 1Y | +95.7% | -28.3% | +124.1% | +121.6% |
| 3Y | +150.2% | +12.6% | +137.6% | +131.2% |
| 5Y | +83.1% | -38.7% | +121.8% | +111.3% |
| 10Y | +1,020.9% | +120.8% | +900.2% | +720.9% |
| All | +1,071.7% | +100.0% | +971.7% | +717.0% |
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 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