+153.9%
TRV vs KEY
+39.4%
+114.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +0.5% | +2.7% | -2.3% | -0.1% |
| 30D | -4.9% | -3.2% | -1.6% | -4.2% |
| 3M | +23.7% | +1.0% | +22.8% | +23.3% |
| 6M | +20.3% | +11.9% | +8.4% | +17.3% |
| YTD | +27.1% | +8.7% | +18.3% | +24.4% |
| 1Y | +35.3% | +18.5% | +16.9% | +29.9% |
| 3Y | +139.8% | +124.0% | +15.9% | +96.7% |
| 5Y | +153.9% | +40.8% | +113.0% | +122.7% |
| All | +153.9% | +39.4% | +114.4% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling