+157.4%
KEYS vs ROIV
+232.7%
-75.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +2.3% | +0.6% | +1.6% | +2.2% |
| 30D | -2.6% | +1.0% | -3.6% | -2.8% |
| 3M | -4.6% | +18.3% | -22.9% | -6.7% |
| 6M | +8.7% | +18.3% | -9.6% | +6.1% |
| YTD | +61.0% | +61.0% | +0.1% | +50.9% |
| 1Y | +96.0% | +177.9% | -81.9% | +71.8% |
| 3Y | +144.4% | +199.1% | -54.7% | +109.9% |
| 5Y | +80.5% | +250.7% | -170.2% | +40.3% |
| All | +157.4% | +232.7% | -75.3% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling