+83.7%
KEYS vs ROIV
+316.9%
-233.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.8% | -16.9% | -0.5% |
| 7D | +4.4% | +20.2% | -15.7% | +1.8% |
| 30D | -2.2% | +14.1% | -16.4% | -4.1% |
| 3M | +0.5% | +45.6% | -45.0% | -4.4% |
| 6M | +22.4% | +44.1% | -21.7% | +16.2% |
| YTD | +64.1% | +91.2% | -27.1% | +50.1% |
| 1Y | +97.0% | +221.3% | -124.3% | +69.0% |
| 3Y | +152.0% | +229.2% | -77.2% | +112.6% |
| 5Y | +83.7% | +316.5% | -232.7% | +34.6% |
| All | +83.7% | +316.9% | -233.1% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling