-26.7%
RIOT vs KEYS
+87.1%
-113.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | -2.0% |
| 7D | -1.5% | +3.5% | -5.0% | -5.3% |
| 30D | +5.7% | -4.5% | +10.1% | +10.9% |
| 3M | -17.9% | -0.4% | -17.5% | -18.8% |
| 6M | +45.0% | +19.1% | +25.8% | +17.3% |
| YTD | +69.5% | +66.7% | +2.8% | -12.5% |
| 1Y | +37.2% | +96.5% | -59.3% | -43.3% |
| 3Y | +111.7% | +155.2% | -43.4% | -38.3% |
| All | -26.7% | +87.1% | -113.8% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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