+791.7%
RIOT vs KEYS
+1,137.3%
-345.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | -1.1% |
| 7D | -1.5% | +3.5% | -5.0% | -4.5% |
| 30D | +5.7% | -4.5% | +10.1% | +9.9% |
| 3M | -17.9% | -0.4% | -17.5% | -18.1% |
| 6M | +45.0% | +19.1% | +25.8% | +24.5% |
| YTD | +69.5% | +66.7% | +2.8% | +5.3% |
| 1Y | +37.2% | +96.5% | -59.3% | -27.1% |
| 3Y | +111.7% | +155.2% | -43.4% | -7.2% |
| 5Y | -27.5% | +88.0% | -115.5% | -56.8% |
| 10Y | +511.1% | +1,046.8% | -535.7% | +98.6% |
| All | +791.7% | +1,137.3% | -345.6% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling