-55.7%
RIOT vs KEY
+16.6%
-72.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +3.7% |
| 7D | +49.2% | -0.4% | +49.5% | +49.5% |
| 30D | +4.6% | +7.2% | -2.6% | -1.0% |
| 3M | -13.9% | -4.9% | -9.0% | -11.4% |
| 6M | -26.7% | +1.1% | -27.7% | -28.0% |
| YTD | +39.4% | +6.8% | +32.6% | +31.9% |
| 1Y | +3.8% | +23.3% | -19.5% | -11.5% |
| 3Y | +73.0% | +126.1% | -53.1% | +8.5% |
| 5Y | -55.7% | +15.2% | -70.9% | -54.9% |
| All | -55.7% | +16.6% | -72.3% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling