+307.3%
KEYS vs AVTR
+3.6%
+303.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.4% |
| 7D | +4.4% | +7.4% | -3.0% | +2.4% |
| 30D | -2.2% | +12.2% | -14.4% | -5.4% |
| 3M | +0.5% | +57.4% | -56.8% | -12.7% |
| 6M | +22.4% | +86.7% | -64.3% | +0.3% |
| YTD | +64.1% | +33.1% | +31.0% | +47.8% |
| 1Y | +97.0% | +16.1% | +80.8% | +80.8% |
| 3Y | +152.0% | -24.6% | +176.6% | +155.9% |
| 5Y | +83.7% | -63.5% | +147.2% | +131.3% |
| All | +307.3% | +3.6% | +303.7% | +305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling