+12.2%
KEY vs RVTY
-7.4%
+19.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.5% |
| 7D | -1.3% | -1.2% | -0.1% | -1.1% |
| 30D | +5.1% | +1.0% | +4.1% | +4.4% |
| 3M | -7.1% | +35.8% | -42.9% | -17.9% |
| 6M | -4.4% | +56.7% | -61.1% | -20.6% |
| YTD | +4.0% | +60.7% | -56.7% | -15.6% |
| 1Y | +23.4% | +73.7% | -50.3% | -3.3% |
| 3Y | +113.9% | +82.8% | +31.1% | +59.1% |
| All | +12.2% | -7.4% | +19.7% | +3.8% |
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