+146.6%
TRV vs KDP
+32.5%
+114.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +1.1% |
| 7D | +1.4% | +8.2% | -6.8% | -0.2% |
| 30D | +8.7% | +18.4% | -9.7% | +5.2% |
| 3M | +7.1% | +29.2% | -22.2% | +1.9% |
| 6M | +35.5% | +32.3% | +3.2% | +28.3% |
| YTD | +39.7% | +38.5% | +1.3% | +30.7% |
| 1Y | +44.1% | +48.5% | -4.4% | +32.7% |
| All | +146.6% | +32.5% | +114.1% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling