+121.9%
KRE vs TRMB
+121.9%
+0.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.6% |
| 7D | -1.8% | -3.0% | +1.2% | -0.3% |
| 30D | -4.5% | +2.3% | -6.8% | -5.9% |
| 3M | +2.7% | +15.3% | -12.6% | -5.3% |
| 6M | +16.9% | -14.7% | +31.6% | +24.9% |
| YTD | +15.4% | -26.4% | +41.8% | +32.4% |
| 1Y | +16.1% | -30.4% | +46.5% | +36.7% |
| 3Y | +85.7% | +13.5% | +72.2% | +66.5% |
| 5Y | +33.3% | -38.6% | +71.8% | +57.9% |
| All | +121.9% | +121.9% | +0.1% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling