+13.5%
KEY vs RVTY
-10.9%
+24.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +6.7% | +1.7% | +5.0% | +5.7% |
| 3M | -4.6% | +36.8% | -41.4% | -15.9% |
| 6M | +2.6% | +60.1% | -57.5% | -15.5% |
| YTD | +7.0% | +64.0% | -57.0% | -13.8% |
| 1Y | +23.5% | +68.2% | -44.7% | -1.8% |
| 3Y | +126.4% | +88.8% | +37.6% | +66.3% |
| All | +13.5% | -10.9% | +24.4% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling