+953.7%
KEYS vs RVTY
+302.5%
+651.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.4% |
| 7D | +9.4% | -0.5% | +9.9% | +9.7% |
| 30D | -16.8% | +1.5% | -18.3% | -17.2% |
| 3M | -15.9% | +31.5% | -47.3% | -26.3% |
| 6M | -17.6% | +62.7% | -80.3% | -35.4% |
| YTD | +46.5% | +60.0% | -13.5% | +13.8% |
| 1Y | +66.9% | +65.7% | +1.2% | +27.3% |
| 3Y | +141.4% | +85.2% | +56.2% | +67.7% |
| 5Y | +59.5% | -14.9% | +74.4% | +60.3% |
| 10Y | +761.1% | +211.9% | +549.2% | +299.5% |
| All | +953.7% | +302.5% | +651.3% | +358.7% |
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