+805.4%
RIOT vs KEY
+207.6%
+597.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.0% |
| 7D | +14.8% | +2.2% | +12.6% | +13.5% |
| 30D | +1.4% | -3.0% | +4.4% | +3.2% |
| 3M | -20.6% | +3.3% | -24.0% | -22.1% |
| 6M | +31.9% | +9.2% | +22.7% | +25.8% |
| YTD | +72.1% | +10.6% | +61.4% | +62.5% |
| 1Y | +65.7% | +20.4% | +45.3% | +49.2% |
| 3Y | +97.5% | +121.8% | -24.4% | +34.2% |
| 5Y | -36.7% | +41.1% | -77.8% | -47.1% |
| 10Y | +550.1% | +168.5% | +381.6% | +296.4% |
| All | +805.4% | +207.6% | +597.8% | +469.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling