+90.1%
KEYS vs RVMD
+576.1%
-486.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.5% | -3.0% | +6.5% | +4.0% |
| 30D | -4.5% | -0.7% | -3.7% | -4.4% |
| 3M | -0.4% | +36.5% | -37.0% | -5.1% |
| 6M | +19.1% | +104.6% | -85.5% | +5.1% |
| YTD | +66.7% | +155.8% | -89.2% | +40.1% |
| 1Y | +96.5% | +340.7% | -244.2% | +50.2% |
| 3Y | +155.2% | +519.9% | -364.8% | +78.3% |
| All | +90.1% | +576.1% | -486.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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