+273.8%
RTX vs KEY
+121.9%
+151.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.6% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | +5.6% | +7.2% | -1.7% | +2.9% |
| 3M | -11.7% | -4.9% | -6.8% | -10.2% |
| 6M | +12.3% | +1.1% | +11.3% | +11.5% |
| YTD | +8.2% | +6.8% | +1.4% | +4.9% |
| 1Y | +12.6% | +23.3% | -10.7% | +3.4% |
| 3Y | +152.8% | +126.1% | +26.8% | +74.8% |
| 5Y | +140.2% | +15.2% | +125.0% | +106.0% |
| 10Y | +273.8% | +113.6% | +160.2% | +118.8% |
| All | +273.8% | +121.9% | +151.9% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling