+94.2%
KEY vs RVTY
+211.6%
-117.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | +2.9% | -0.5% | +3.4% | +3.1% |
| 30D | +8.4% | +1.5% | +6.9% | +7.3% |
| 3M | -5.8% | +31.5% | -37.2% | -17.0% |
| 6M | +5.4% | +62.7% | -57.2% | -16.0% |
| YTD | +7.1% | +60.0% | -52.9% | -15.3% |
| 1Y | +26.8% | +65.7% | -38.9% | -1.5% |
| 3Y | +128.7% | +85.2% | +43.5% | +63.4% |
| 5Y | +13.6% | -14.9% | +28.5% | +11.2% |
| All | +94.2% | +211.6% | -117.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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