+80.8%
KEYS vs AVTR
-64.7%
+145.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.9% | -2.0% | +3.0% | +1.4% |
| 30D | -5.3% | +8.1% | -13.3% | -7.1% |
| 3M | +0.5% | +54.2% | -53.7% | -11.4% |
| 6M | +14.0% | +82.6% | -68.5% | -4.9% |
| YTD | +60.3% | +29.8% | +30.4% | +46.6% |
| 1Y | +91.3% | +18.0% | +73.3% | +75.6% |
| 3Y | +146.1% | -26.4% | +172.6% | +153.6% |
| 5Y | +80.8% | -64.8% | +145.6% | +150.8% |
| All | +80.8% | -64.7% | +145.5% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling