+242.6%
KEYS vs RVMD
+636.2%
-393.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.9% | -0.7% | +3.7% | +3.0% |
| 30D | -1.3% | +0.3% | -1.7% | -1.4% |
| 3M | -0.1% | +38.9% | -39.0% | -4.8% |
| 6M | +17.4% | +108.1% | -90.7% | +4.1% |
| YTD | +62.9% | +160.7% | -97.8% | +38.3% |
| 1Y | +95.7% | +407.3% | -311.5% | +49.5% |
| 3Y | +150.2% | +546.6% | -396.4% | +78.7% |
| 5Y | +83.1% | +579.8% | -496.7% | +21.4% |
| All | +242.6% | +636.2% | -393.6% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling