+72.0%
KEY vs ROIV
+248.8%
-176.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.4% |
| 7D | -2.5% | -2.4% | -0.1% | -2.3% |
| 30D | +4.1% | +3.1% | +1.0% | +3.7% |
| 3M | -8.4% | +5.8% | -14.2% | -9.1% |
| 6M | -2.3% | +29.3% | -31.6% | -5.1% |
| YTD | +4.6% | +68.8% | -64.2% | -1.3% |
| 1Y | +24.6% | +81.0% | -56.5% | +16.8% |
| 3Y | +112.8% | +294.6% | -181.8% | +85.6% |
| 5Y | +12.9% | +373.1% | -360.2% | -9.1% |
| All | +72.0% | +248.8% | -176.8% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling