+269.0%
RTX vs KEY
+107.2%
+161.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.4% | -0.5% | +2.0% | +1.7% |
| 30D | +7.8% | +6.7% | +1.1% | +5.3% |
| 3M | -9.8% | -4.6% | -5.2% | -8.4% |
| 6M | +13.5% | +2.6% | +11.0% | +12.1% |
| YTD | +10.9% | +7.0% | +4.0% | +7.5% |
| 1Y | +14.0% | +23.5% | -9.5% | +4.6% |
| 3Y | +159.9% | +126.4% | +33.5% | +79.6% |
| 5Y | +151.7% | +13.0% | +138.6% | +118.1% |
| 10Y | +269.0% | +99.5% | +169.5% | +125.5% |
| All | +269.0% | +107.2% | +161.8% | +125.5% |
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