+1,078.2%
KEY vs RVTY
+2,416.7%
-1,338.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | -3.0% | +13.2% | -16.2% | -6.7% |
| 3M | +3.3% | +27.2% | -23.9% | -4.4% |
| 6M | +9.2% | +32.4% | -23.2% | -0.7% |
| YTD | +10.6% | +34.9% | -24.2% | -0.3% |
| 1Y | +20.4% | +52.4% | -32.0% | +4.1% |
| 3Y | +121.8% | +12.3% | +109.6% | +106.6% |
| 5Y | +41.1% | -30.8% | +71.9% | +48.9% |
| 10Y | +168.5% | +150.7% | +17.8% | +94.0% |
| All | +1,078.2% | +2,416.7% | -1,338.5% | +360.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling