+132.6%
RTX vs KEY
+11.7%
+121.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -5.1% | -1.3% | -3.9% | -4.9% |
| 30D | +5.1% | +5.1% | 0.0% | +4.2% |
| 3M | -14.8% | -7.1% | -7.7% | -13.7% |
| 6M | +8.0% | -4.4% | +12.4% | +8.8% |
| YTD | +4.5% | +4.0% | +0.4% | +3.5% |
| 1Y | +9.8% | +23.4% | -13.6% | +5.5% |
| 3Y | +144.2% | +113.9% | +30.3% | +109.2% |
| All | +132.6% | +11.7% | +121.0% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling