+19.6%
KMB vs TRMB
+118.7%
-99.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.8% |
| 7D | -2.7% | -0.3% | -2.5% | -2.7% |
| 30D | -5.0% | -1.2% | -3.8% | -4.9% |
| 3M | +6.6% | +9.6% | -3.0% | +5.5% |
| 6M | +1.0% | -16.1% | +17.1% | +2.5% |
| YTD | +6.0% | -25.0% | +30.9% | +8.6% |
| 1Y | -16.6% | -27.7% | +11.1% | -14.4% |
| 3Y | -8.6% | +15.3% | -23.9% | -11.7% |
| 5Y | -10.9% | -37.4% | +26.5% | -8.9% |
| All | +19.6% | +118.7% | -99.0% | -1.9% |
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