+160.4%
KEYS vs ROIV
+298.2%
-137.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +2.9% | +22.3% | -19.4% | +0.1% |
| 30D | -1.3% | +16.9% | -18.2% | -3.5% |
| 3M | -0.1% | +43.9% | -44.1% | -4.9% |
| 6M | +17.4% | +41.6% | -24.2% | +11.7% |
| YTD | +62.9% | +92.7% | -29.8% | +48.9% |
| 1Y | +95.7% | +210.2% | -114.4% | +68.7% |
| 3Y | +150.2% | +231.8% | -81.6% | +111.0% |
| 5Y | +83.1% | +319.8% | -236.7% | +38.8% |
| All | +160.4% | +298.2% | -137.8% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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