+117.2%
KMI vs TRMB
+134.8%
-17.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +6.5% | +2.8% | +3.7% | +5.7% |
| 30D | -3.4% | -5.9% | +2.4% | -2.3% |
| 3M | +0.4% | -3.3% | +3.7% | +0.6% |
| 6M | -0.9% | +1.3% | -2.3% | -2.8% |
| YTD | +20.5% | -29.0% | +49.5% | +30.7% |
| 1Y | +23.2% | -27.8% | +50.9% | +32.7% |
| 3Y | +121.6% | +36.3% | +85.3% | +91.0% |
| 5Y | +149.1% | -35.8% | +184.9% | +164.2% |
| 10Y | +158.3% | +103.1% | +55.2% | +79.3% |
| All | +117.2% | +134.8% | -17.6% | +34.7% |
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 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