+151.7%
RTX vs KEY
+14.6%
+137.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +1.4% | -0.5% | +2.0% | +1.5% |
| 30D | +7.8% | +6.7% | +1.1% | +6.6% |
| 3M | -9.8% | -4.6% | -5.2% | -9.1% |
| 6M | +13.5% | +2.6% | +11.0% | +12.9% |
| YTD | +10.9% | +7.0% | +4.0% | +9.3% |
| 1Y | +14.0% | +23.5% | -9.5% | +9.5% |
| 3Y | +159.9% | +126.4% | +33.5% | +120.3% |
| 5Y | +151.7% | +13.0% | +138.6% | +144.9% |
| All | +151.7% | +14.6% | +137.0% | +144.9% |
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