+88.9%
KEYS vs RVTY
+46.5%
+42.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.1% |
| 7D | +0.9% | -7.4% | +8.4% | +2.7% |
| 30D | -5.3% | +4.5% | -9.8% | -6.3% |
| 3M | +0.5% | +19.5% | -19.0% | -4.8% |
| 6M | +14.0% | +34.1% | -20.1% | +3.0% |
| YTD | +60.3% | +25.3% | +35.0% | +45.2% |
| All | +88.9% | +46.5% | +42.4% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling