+52.0%
KR vs TRMB
-39.0%
+91.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.6% |
| 7D | -0.2% | -3.0% | +2.9% | 0.0% |
| 30D | +5.1% | +2.3% | +2.7% | +4.9% |
| 3M | -8.2% | +15.3% | -23.5% | -8.8% |
| 6M | -18.0% | -14.7% | -3.3% | -17.5% |
| YTD | -4.8% | -26.4% | +21.6% | -3.5% |
| 1Y | -11.0% | -30.4% | +19.4% | -9.6% |
| 3Y | +37.7% | +13.5% | +24.1% | +32.9% |
| All | +52.0% | -39.0% | +91.0% | +41.3% |
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 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