-22.1%
TRMB vs KRMN
+17.4%
-39.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.3% | +8.9% | -0.6% |
| 7D | -2.9% | -12.9% | +10.0% | -0.9% |
| 30D | -1.8% | -43.3% | +41.6% | +6.7% |
| 3M | +8.4% | -27.2% | +35.6% | +12.4% |
| 6M | -18.5% | -66.8% | +48.3% | -3.7% |
| YTD | -26.7% | -51.9% | +25.1% | -21.7% |
| 1Y | -28.3% | -43.7% | +15.4% | -27.0% |
| All | -22.1% | +17.4% | -39.5% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling