+82.2%
KEY vs AVTR
+8.1%
+74.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +1.7% |
| 7D | -0.4% | +1.9% | -2.3% | -1.0% |
| 30D | +7.2% | +1.5% | +5.7% | +6.5% |
| 3M | -4.9% | +17.1% | -22.0% | -10.4% |
| 6M | +1.1% | +91.5% | -90.4% | -21.8% |
| YTD | +6.8% | +38.8% | -32.0% | -7.9% |
| 1Y | +23.3% | +37.7% | -14.5% | +6.4% |
| 3Y | +126.1% | -13.5% | +139.6% | +117.1% |
| 5Y | +15.2% | -59.3% | +74.5% | +48.9% |
| All | +82.2% | +8.1% | +74.1% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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