+159.7%
TRV vs KEEL
-34.6%
+194.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +2.1% |
| 7D | +1.9% | +2.9% | -1.0% | +1.9% |
| 30D | +1.7% | +0.8% | +0.9% | +1.7% |
| 3M | +23.9% | -35.3% | +59.2% | +24.1% |
| 6M | +26.3% | +59.4% | -33.1% | +25.4% |
| YTD | +30.8% | +51.9% | -21.1% | +29.8% |
| 1Y | +36.3% | +75.0% | -38.7% | +34.6% |
| 3Y | +145.0% | +224.5% | -79.5% | +137.7% |
| All | +159.7% | -34.6% | +194.3% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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