-20.8%
KMB vs TRMB
-29.4%
+8.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | -8.6% | -2.9% | -5.7% | -8.3% |
| 30D | -7.5% | -1.8% | -5.8% | -7.4% |
| 3M | -0.6% | +8.4% | -9.0% | -1.4% |
| 6M | -1.5% | -18.5% | +17.0% | -2.8% |
| YTD | +1.6% | -26.7% | +28.3% | 0.0% |
| 1Y | -20.8% | -28.3% | +7.5% | -22.3% |
| All | -20.8% | -29.4% | +8.6% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling