+11.1%
KRE vs TRMB
-35.8%
+46.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | +0.3% | +4.1% | -3.8% | -1.6% |
| 30D | +5.0% | -7.0% | +12.0% | +6.9% |
| 3M | -5.7% | -0.9% | -4.8% | -7.4% |
| 6M | +7.5% | -1.2% | +8.7% | +5.0% |
| YTD | +13.8% | -28.7% | +42.6% | +30.4% |
| 1Y | +20.7% | -32.1% | +52.7% | +41.5% |
| 3Y | +90.1% | +33.4% | +56.7% | +56.3% |
| All | +11.1% | -35.8% | +46.9% | +18.4% |
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 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