+38.7%
KMB vs TRMB
+105.8%
-67.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +3.1% |
| 7D | +3.4% | -17.0% | +20.3% | +5.0% |
| 30D | +14.7% | -9.0% | +23.7% | +15.4% |
| 3M | +3.3% | -8.1% | +11.4% | +3.8% |
| 6M | +16.8% | -10.1% | +26.9% | +17.5% |
| YTD | +15.2% | -30.2% | +45.4% | +18.5% |
| 1Y | +13.3% | -30.7% | +44.0% | +16.5% |
| 3Y | +5.4% | +32.6% | -27.2% | 0.0% |
| 5Y | +2.7% | -38.1% | +40.9% | +4.6% |
| 10Y | +38.7% | +98.9% | -60.3% | +18.7% |
| All | +38.7% | +105.8% | -67.1% | +18.7% |
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