+127.3%
KEYS vs ROIV
+287.3%
-160.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.6% | +1.6% | +5.6% |
| 7D | -3.3% | +13.3% | -16.7% | -4.9% |
| 30D | -24.5% | +14.8% | -39.3% | -25.9% |
| 3M | -15.3% | +11.9% | -27.2% | -16.8% |
| 6M | -19.8% | +42.4% | -62.2% | -23.8% |
| YTD | +42.2% | +87.4% | -45.2% | +30.2% |
| 1Y | +59.8% | +97.2% | -37.5% | +45.3% |
| 3Y | +137.0% | +375.7% | -238.6% | +94.9% |
| 5Y | +55.5% | +379.0% | -323.6% | +15.7% |
| All | +127.3% | +287.3% | -160.0% | +72.5% |
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