+140.4%
KEYS vs ROIV
+298.6%
-158.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +4.7% |
| 7D | +6.9% | +9.5% | -2.5% | +5.7% |
| 30D | -19.1% | +21.0% | -40.1% | -21.1% |
| 3M | -11.1% | +18.7% | -29.8% | -13.3% |
| 6M | -16.6% | +44.5% | -61.1% | -20.9% |
| YTD | +50.4% | +92.9% | -42.4% | +37.3% |
| 1Y | +67.5% | +100.2% | -32.7% | +52.1% |
| 3Y | +146.0% | +375.0% | -229.0% | +102.0% |
| 5Y | +64.5% | +435.2% | -370.6% | +21.9% |
| All | +140.4% | +298.6% | -158.2% | +81.8% |
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