+293.8%
TRV vs KDP
+173.3%
+120.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.1% |
| 7D | -1.5% | -4.3% | +2.8% | -0.2% |
| 30D | -1.8% | +7.8% | -9.6% | -4.1% |
| 3M | +21.6% | -0.1% | +21.6% | +21.2% |
| 6M | +22.5% | +14.0% | +8.5% | +17.0% |
| YTD | +28.1% | +15.1% | +13.1% | +21.8% |
| 1Y | +37.0% | +18.5% | +18.5% | +28.4% |
| 3Y | +141.9% | +2.9% | +139.0% | +134.7% |
| 5Y | +158.5% | +3.0% | +155.5% | +148.9% |
| All | +293.8% | +173.3% | +120.5% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling