+302.0%
TRV vs KWEB
-19.7%
+321.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +1.9% | -5.6% | +7.5% | +2.3% |
| 30D | +1.7% | -10.7% | +12.4% | +2.5% |
| 3M | +23.9% | -7.4% | +31.3% | +24.4% |
| 6M | +26.3% | -19.3% | +45.6% | +28.0% |
| YTD | +30.8% | -27.8% | +58.6% | +33.6% |
| 1Y | +36.3% | -35.9% | +72.3% | +40.4% |
| 3Y | +145.0% | -1.9% | +146.9% | +141.3% |
| 5Y | +163.9% | -43.2% | +207.1% | +177.0% |
| All | +302.0% | -19.7% | +321.7% | +297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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