-44.5%
KHC vs TRMB
+134.0%
-178.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.1% | -16.6% | +15.4% | +1.2% |
| 30D | +8.8% | -8.9% | +17.7% | +9.9% |
| 3M | -1.2% | -6.3% | +5.1% | -0.8% |
| 6M | +4.6% | -10.0% | +14.6% | +5.6% |
| YTD | +5.1% | -30.1% | +35.3% | +10.0% |
| 1Y | +6.2% | -31.3% | +37.5% | +11.4% |
| 3Y | -12.9% | +30.8% | -43.7% | -19.2% |
| 5Y | -16.8% | -35.9% | +19.2% | -14.0% |
| 10Y | -52.4% | +101.7% | -154.2% | -62.1% |
| All | -44.5% | +134.0% | -178.5% | -57.7% |
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 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