+502.2%
RIOT vs KEY
+171.1%
+331.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +18.4% | -0.3% | +18.8% | +18.7% |
| 30D | +13.8% | -3.3% | +17.0% | +16.0% |
| 3M | -12.7% | -0.7% | -12.0% | -12.3% |
| 6M | +50.1% | +12.5% | +37.6% | +40.3% |
| YTD | +74.2% | +8.4% | +65.8% | +66.3% |
| 1Y | +45.1% | +18.4% | +26.7% | +31.7% |
| 3Y | +101.6% | +123.3% | -21.8% | +36.0% |
| 5Y | -29.6% | +38.8% | -68.4% | -40.8% |
| All | +502.2% | +171.1% | +331.1% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling