+154.4%
TRV vs KMI
+152.1%
+2.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -1.5% | -2.1% | +0.6% | -0.9% |
| 30D | -1.8% | -1.7% | -0.1% | -1.4% |
| 3M | +21.6% | -1.9% | +23.5% | +22.0% |
| 6M | +22.5% | -4.3% | +26.8% | +23.6% |
| YTD | +28.1% | +15.8% | +12.3% | +21.4% |
| 1Y | +37.0% | +17.6% | +19.4% | +28.9% |
| 3Y | +141.9% | +113.1% | +28.8% | +81.9% |
| All | +154.4% | +152.1% | +2.3% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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