+58.2%
KEYS vs RVTY
-15.1%
+73.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.5% |
| 7D | +9.4% | -0.5% | +9.9% | +9.6% |
| 30D | -16.8% | +1.5% | -18.3% | -17.1% |
| 3M | -15.9% | +31.5% | -47.3% | -24.7% |
| 6M | -17.6% | +62.7% | -80.3% | -33.1% |
| YTD | +46.5% | +60.0% | -13.5% | +18.1% |
| 1Y | +66.9% | +65.7% | +1.2% | +32.4% |
| 3Y | +141.4% | +85.2% | +56.2% | +77.4% |
| All | +58.2% | -15.1% | +73.3% | +62.0% |
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 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