+113.6%
KEY vs RVTY
+217.6%
-104.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.2% |
| 7D | -0.4% | +6.0% | -6.4% | -3.0% |
| 30D | +7.2% | +4.3% | +2.9% | +5.0% |
| 3M | -4.9% | +40.2% | -45.1% | -18.4% |
| 6M | +1.1% | +59.3% | -58.2% | -18.6% |
| YTD | +6.8% | +66.5% | -59.7% | -16.8% |
| 1Y | +23.3% | +77.5% | -54.2% | -6.9% |
| 3Y | +126.1% | +92.5% | +33.6% | +59.1% |
| 5Y | +15.2% | -6.8% | +22.0% | +8.2% |
| 10Y | +113.6% | +225.4% | -111.8% | +0.1% |
| All | +113.6% | +217.6% | -104.0% | +0.1% |
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