+268.6%
RTX vs KEY
+109.2%
+159.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -1.7% | +0.5% | -2.3% | -1.9% |
| 30D | +7.7% | +6.9% | +0.8% | +5.1% |
| 3M | -10.3% | -5.0% | -5.3% | -8.8% |
| 6M | +14.6% | +0.7% | +13.9% | +13.9% |
| YTD | +10.4% | +6.5% | +3.9% | +7.1% |
| 1Y | +13.5% | +22.6% | -9.1% | +4.4% |
| 3Y | +158.6% | +125.3% | +33.3% | +79.0% |
| 5Y | +147.3% | +13.9% | +133.3% | +113.3% |
| 10Y | +268.6% | +105.3% | +163.3% | +124.3% |
| All | +268.6% | +109.2% | +159.5% | +124.3% |
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