-43.1%
KHC vs TRMB
+154.1%
-197.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -1.8% | -2.5% | +0.8% | -1.4% |
| 30D | -1.9% | +1.5% | -3.4% | -2.1% |
| 3M | +14.4% | +6.8% | +7.6% | +13.1% |
| 6M | +8.7% | -14.9% | +23.7% | +11.1% |
| YTD | +7.8% | -24.1% | +31.9% | +12.0% |
| 1Y | -1.5% | -25.4% | +23.9% | +2.4% |
| 3Y | -9.9% | +8.0% | -17.9% | -13.2% |
| 5Y | -10.7% | -37.3% | +26.6% | -6.5% |
| 10Y | -55.7% | +116.8% | -172.5% | -64.9% |
| All | -43.1% | +154.1% | -197.3% | -57.0% |
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