-54.3%
KHC vs TRMB
+113.5%
-167.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.8% |
| 7D | -4.8% | -2.9% | -1.9% | -4.3% |
| 30D | +0.3% | -1.8% | +2.1% | +0.6% |
| 3M | +6.7% | +8.4% | -1.7% | +5.3% |
| 6M | +4.2% | -18.5% | +22.7% | +7.2% |
| YTD | +6.7% | -26.7% | +33.5% | +11.6% |
| 1Y | -1.4% | -28.3% | +26.9% | +3.2% |
| 3Y | -11.8% | +12.6% | -24.4% | -15.9% |
| 5Y | -13.4% | -38.7% | +25.4% | -8.5% |
| 10Y | -54.3% | +120.8% | -175.0% | -64.7% |
| All | -54.3% | +113.5% | -167.8% | -64.7% |
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