+313.7%
KEYS vs AVTR
+0.6%
+313.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +3.5% | -1.1% | +4.6% | +3.8% |
| 30D | -4.5% | +6.3% | -10.8% | -6.2% |
| 3M | -0.4% | +53.3% | -53.7% | -12.9% |
| 6M | +19.1% | +78.6% | -59.5% | -1.2% |
| YTD | +66.7% | +29.2% | +37.4% | +51.3% |
| 1Y | +96.5% | +13.8% | +82.6% | +81.3% |
| 3Y | +155.2% | -27.4% | +182.6% | +161.9% |
| 5Y | +88.0% | -65.0% | +153.0% | +139.5% |
| All | +313.7% | +0.6% | +313.1% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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