+81.6%
KEY vs AVTR
+5.8%
+75.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | +6.9% | -0.6% | +7.5% | +7.0% |
| 3M | -5.0% | +13.4% | -18.4% | -9.5% |
| 6M | +0.7% | +87.4% | -86.6% | -21.4% |
| YTD | +6.5% | +35.9% | -29.4% | -7.5% |
| 1Y | +22.6% | +35.4% | -12.8% | +6.4% |
| 3Y | +125.3% | -16.1% | +141.4% | +118.9% |
| 5Y | +13.9% | -59.4% | +73.3% | +46.9% |
| All | +81.6% | +5.8% | +75.8% | +22.8% |
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