+52.2%
KEY vs RVMD
+636.2%
-584.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -3.3% | +0.3% | -3.6% | -3.4% |
| 3M | -0.7% | +38.9% | -39.6% | -6.2% |
| 6M | +12.5% | +108.1% | -95.6% | -2.5% |
| YTD | +8.4% | +160.7% | -152.3% | -11.1% |
| 1Y | +18.4% | +407.3% | -388.8% | -15.0% |
| 3Y | +123.3% | +546.6% | -423.2% | +46.4% |
| 5Y | +38.8% | +579.8% | -541.0% | -16.4% |
| All | +52.2% | +636.2% | -584.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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