+344.9%
TRV vs KDP
+247.6%
+97.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.8% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +6.7% | +9.7% | -3.0% | +3.6% |
| 3M | +9.4% | +17.6% | -8.3% | +3.8% |
| 6M | +37.7% | +25.8% | +11.9% | +27.6% |
| YTD | +40.6% | +33.9% | +6.7% | +27.3% |
| 1Y | +42.4% | +38.9% | +3.6% | +27.3% |
| 3Y | +148.1% | +26.8% | +121.3% | +125.2% |
| 5Y | +181.7% | +16.3% | +165.3% | +161.1% |
| All | +344.9% | +247.6% | +97.3% | +241.3% |
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