-42.1%
KWEB vs TRMB
-39.0%
-3.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | 0.0% |
| 7D | -5.6% | -3.0% | -2.5% | -4.2% |
| 30D | -10.7% | +2.3% | -13.0% | -11.8% |
| 3M | -7.4% | +15.3% | -22.7% | -14.0% |
| 6M | -19.3% | -14.7% | -4.6% | -14.1% |
| YTD | -27.8% | -26.4% | -1.3% | -17.6% |
| 1Y | -35.9% | -30.4% | -5.5% | -25.2% |
| 3Y | -1.9% | +13.5% | -15.5% | -16.9% |
| All | -42.1% | -39.0% | -3.1% | -28.5% |
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