+23.5%
KEY vs RVMD
+190.1%
-166.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.6% |
| 7D | -0.5% | -9.5% | +9.0% | -0.3% |
| 30D | +6.7% | -6.8% | +13.6% | +6.8% |
| 3M | -4.6% | -12.1% | +7.5% | -4.4% |
| 6M | +2.6% | +25.4% | -22.8% | +2.7% |
| YTD | +7.0% | +126.9% | -119.9% | +8.7% |
| 1Y | +23.5% | +182.0% | -158.5% | +27.0% |
| All | +23.5% | +190.1% | -166.6% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling