-10.9%
KHC vs TRMB
+14.4%
-25.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -1.8% | -2.5% | +0.8% | -1.5% |
| 30D | -1.9% | +1.5% | -3.4% | -2.1% |
| 3M | +14.4% | +6.8% | +7.6% | +13.5% |
| 6M | +8.7% | -14.9% | +23.7% | +9.6% |
| YTD | +7.8% | -24.1% | +31.9% | +9.7% |
| 1Y | -1.5% | -25.4% | +23.9% | +0.3% |
| All | -10.9% | +14.4% | -25.3% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling