-8.0%
KMB vs TRMB
-37.2%
+29.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -3.0% | -2.5% | -0.5% | -2.8% |
| 30D | -5.5% | +1.5% | -7.0% | -5.6% |
| 3M | +14.0% | +6.8% | +7.2% | +13.2% |
| 6M | +4.1% | -14.9% | +19.0% | +5.0% |
| YTD | +8.0% | -24.1% | +32.1% | +9.9% |
| 1Y | -13.7% | -25.4% | +11.7% | -12.3% |
| 3Y | -5.9% | +8.0% | -14.0% | -8.3% |
| All | -8.0% | -37.2% | +29.2% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling