+278.5%
RTX vs KEY
+173.8%
+104.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | -5.2% | +2.2% | -7.4% | -5.9% |
| 30D | -9.4% | -3.0% | -6.4% | -8.4% |
| 3M | +12.3% | +3.3% | +9.0% | +10.8% |
| 6M | -3.1% | +9.2% | -12.3% | -6.4% |
| YTD | +10.7% | +10.6% | 0.0% | +6.0% |
| 1Y | +28.4% | +20.4% | +8.0% | +18.9% |
| 3Y | +147.1% | +121.8% | +25.2% | +71.5% |
| 5Y | +167.2% | +41.1% | +126.1% | +107.4% |
| All | +278.5% | +173.8% | +104.8% | +101.1% |
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