-21.7%
TRMB vs KRMN
+17.6%
-39.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +1.0% |
| 7D | -3.0% | -11.8% | +8.7% | -1.3% |
| 30D | +2.3% | -43.0% | +45.3% | +11.1% |
| 3M | +15.3% | -28.8% | +44.2% | +20.0% |
| 6M | -14.7% | -66.3% | +51.6% | +0.6% |
| YTD | -26.4% | -51.8% | +25.4% | -21.3% |
| 1Y | -30.4% | -44.7% | +14.3% | -28.8% |
| All | -21.7% | +17.6% | -39.3% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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