+344.9%
TRV vs KEY
+96.4%
+248.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.0% | +2.9% | -0.9% | +1.0% |
| 30D | +6.7% | +8.4% | -1.7% | +3.9% |
| 3M | +9.4% | -5.8% | +15.1% | +11.4% |
| 6M | +37.7% | +5.4% | +32.3% | +34.8% |
| YTD | +40.6% | +7.1% | +33.5% | +36.5% |
| 1Y | +42.4% | +26.8% | +15.6% | +30.5% |
| 3Y | +148.1% | +128.7% | +19.4% | +77.9% |
| 5Y | +181.7% | +13.6% | +168.0% | +148.2% |
| All | +344.9% | +96.4% | +248.5% | +190.3% |
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