+83.1%
KEYS vs RVTY
-34.2%
+117.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +2.9% | -5.4% | +8.3% | +5.2% |
| 30D | -1.3% | +6.7% | -8.1% | -4.1% |
| 3M | -0.1% | +19.0% | -19.1% | -7.8% |
| 6M | +17.4% | +34.6% | -17.3% | +1.9% |
| YTD | +62.9% | +28.3% | +34.6% | +43.3% |
| 1Y | +95.7% | +46.0% | +49.7% | +62.0% |
| 3Y | +150.2% | +16.9% | +133.3% | +121.6% |
| 5Y | +83.1% | -32.9% | +116.0% | +108.8% |
| All | +83.1% | -34.2% | +117.3% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling