+50.3%
KEY vs RVMD
+510.7%
-460.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | +2.9% | -10.4% | +13.3% | +4.7% |
| 30D | +8.4% | -11.0% | +19.4% | +10.2% |
| 3M | -5.8% | -14.7% | +8.9% | -3.8% |
| 6M | +5.4% | +14.9% | -9.5% | +2.1% |
| YTD | +7.1% | +116.3% | -109.3% | -9.9% |
| 1Y | +26.8% | +167.6% | -140.8% | +2.4% |
| 3Y | +128.7% | +776.8% | -648.1% | +44.6% |
| 5Y | +13.6% | +424.8% | -411.1% | -28.0% |
| All | +50.3% | +510.7% | -460.5% | -28.0% |
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