+49.9%
KEY vs RVMD
+609.5%
-559.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +2.0% |
| 7D | -0.4% | +6.4% | -6.7% | -1.5% |
| 30D | +7.2% | +5.5% | +1.7% | +6.0% |
| 3M | -4.9% | -2.4% | -2.5% | -4.9% |
| 6M | +1.1% | +41.1% | -40.1% | -5.3% |
| YTD | +6.8% | +151.3% | -144.5% | -12.2% |
| 1Y | +23.3% | +228.1% | -204.8% | -3.8% |
| 3Y | +126.1% | +899.8% | -773.7% | +40.0% |
| 5Y | +15.2% | +514.0% | -498.8% | -28.9% |
| All | +49.9% | +609.5% | -559.6% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling