+12.2%
KEY vs ROIV
+378.2%
-366.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.1% |
| 7D | -1.3% | +5.3% | -6.6% | -1.8% |
| 30D | +5.1% | +11.9% | -6.7% | +3.9% |
| 3M | -7.1% | +10.7% | -17.8% | -8.4% |
| 6M | -4.4% | +34.9% | -39.3% | -7.8% |
| YTD | +4.0% | +79.2% | -75.2% | -2.9% |
| 1Y | +23.4% | +89.0% | -65.6% | +14.5% |
| 3Y | +113.9% | +337.3% | -223.4% | +82.5% |
| All | +12.2% | +378.2% | -366.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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