+295.4%
TRV vs KEY
+167.1%
+128.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -2.3% | -3.3% | +0.9% | -1.3% |
| 3M | +22.7% | -0.7% | +23.4% | +22.7% |
| 6M | +21.9% | +12.5% | +9.4% | +16.9% |
| YTD | +27.5% | +8.4% | +19.1% | +23.4% |
| 1Y | +36.2% | +18.4% | +17.8% | +27.7% |
| 3Y | +140.6% | +123.3% | +17.3% | +73.7% |
| 5Y | +154.5% | +38.8% | +115.7% | +106.2% |
| 10Y | +295.4% | +169.3% | +126.1% | +142.9% |
| All | +295.4% | +167.1% | +128.3% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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