+1,080.2%
KEYS vs RVTY
+231.1%
+849.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +3.0% |
| 7D | +4.4% | +0.4% | +4.0% | +4.2% |
| 30D | -2.2% | +10.8% | -13.0% | -7.1% |
| 3M | +0.5% | +26.8% | -26.2% | -11.1% |
| 6M | +22.4% | +39.3% | -16.9% | +2.4% |
| YTD | +64.1% | +31.6% | +32.5% | +39.9% |
| 1Y | +97.0% | +47.7% | +49.3% | +57.9% |
| 3Y | +152.0% | +19.9% | +132.1% | +114.9% |
| 5Y | +83.7% | -32.3% | +116.1% | +106.3% |
| 10Y | +997.9% | +138.4% | +859.4% | +480.1% |
| All | +1,080.2% | +231.1% | +849.1% | +464.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling