-26.7%
RIOT vs KEY
+39.4%
-66.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.4% |
| 7D | +25.1% | +2.7% | +22.4% | +22.8% |
| 30D | +8.5% | -3.2% | +11.7% | +11.0% |
| 3M | -13.4% | +1.0% | -14.3% | -13.9% |
| 6M | +57.1% | +11.9% | +45.3% | +44.9% |
| YTD | +75.7% | +8.7% | +67.0% | +65.2% |
| 1Y | +65.6% | +18.5% | +47.2% | +46.4% |
| 3Y | +103.3% | +124.0% | -20.7% | +28.4% |
| 5Y | -26.7% | +40.8% | -67.6% | -34.4% |
| All | -26.7% | +39.4% | -66.2% | -34.4% |
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 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