+1,655.9%
KMB vs TRMB
+3,067.4%
-1,411.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.5% | -16.7% | +17.1% | +1.2% |
| 30D | +12.4% | -9.9% | +22.3% | +12.8% |
| 3M | +1.0% | -7.6% | +8.6% | +1.2% |
| 6M | +12.1% | -14.7% | +26.8% | +12.8% |
| YTD | +11.6% | -30.9% | +42.6% | +13.3% |
| 1Y | +13.1% | -31.3% | +44.5% | +14.8% |
| 3Y | +1.6% | +29.4% | -27.8% | -0.4% |
| 5Y | -0.3% | -37.4% | +37.0% | +0.6% |
| 10Y | +37.9% | +109.2% | -71.2% | +30.4% |
| All | +1,655.9% | +3,067.4% | -1,411.5% | +1,361.6% |
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