+111.8%
KMI vs TRMB
+151.0%
-39.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -0.5% | -2.5% | +2.0% | +0.2% |
| 30D | +0.9% | +1.5% | -0.6% | +0.2% |
| 3M | 0.0% | +6.8% | -6.8% | -2.6% |
| 6M | -5.7% | -14.9% | +9.2% | -2.0% |
| YTD | +17.5% | -24.1% | +41.6% | +25.8% |
| 1Y | +22.3% | -25.4% | +47.7% | +31.0% |
| 3Y | +111.9% | +8.0% | +103.9% | +97.1% |
| 5Y | +151.8% | -37.3% | +189.2% | +171.1% |
| 10Y | +138.7% | +116.8% | +21.8% | +63.5% |
| All | +111.8% | +151.0% | -39.2% | +29.6% |
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