+50.1%
KEY vs RVMD
+540.6%
-490.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +1.5% |
| 7D | -0.5% | -9.5% | +9.0% | +0.9% |
| 30D | +6.7% | -6.8% | +13.6% | +7.6% |
| 3M | -4.6% | -12.1% | +7.5% | -3.1% |
| 6M | +2.6% | +25.4% | -22.8% | -2.1% |
| YTD | +7.0% | +126.9% | -119.9% | -10.7% |
| 1Y | +23.5% | +182.0% | -158.5% | -1.2% |
| 3Y | +126.4% | +816.8% | -690.4% | +42.1% |
| 5Y | +13.0% | +464.0% | -451.0% | -29.4% |
| All | +50.1% | +540.6% | -490.4% | -28.6% |
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