+19.6%
KWEB vs TRMB
+96.6%
-77.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -4.3% | -5.4% | +1.1% | -2.1% |
| 30D | -13.0% | -2.0% | -11.0% | -12.5% |
| 3M | -7.6% | +12.3% | -19.9% | -12.3% |
| 6M | -21.1% | -17.6% | -3.5% | -15.6% |
| YTD | -28.2% | -27.5% | -0.8% | -19.4% |
| 1Y | -34.9% | -29.1% | -5.8% | -26.4% |
| 3Y | -0.8% | +11.5% | -12.3% | -10.4% |
| 5Y | -43.6% | -39.5% | -4.1% | -35.5% |
| 10Y | -21.7% | +118.6% | -140.3% | -45.1% |
| All | +19.6% | +96.6% | -77.0% | -12.3% |
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 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