+310.7%
RTX vs KEYS
+1,095.1%
-784.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | -3.1% | +4.4% | -7.5% | -4.2% |
| 30D | -10.6% | -2.2% | -8.3% | -10.2% |
| 3M | +11.6% | +0.5% | +11.1% | +10.3% |
| 6M | -4.5% | +22.4% | -26.9% | -10.9% |
| YTD | +9.6% | +64.1% | -54.5% | -6.9% |
| 1Y | +30.8% | +97.0% | -66.1% | +5.0% |
| 3Y | +152.8% | +152.0% | +0.8% | +82.7% |
| 5Y | +167.1% | +83.7% | +83.4% | +107.7% |
| 10Y | +275.2% | +997.9% | -722.7% | +67.7% |
| All | +310.7% | +1,095.1% | -784.3% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 all: compounded portfolio wealth divided by compounded KEYS 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…
all analysis · Full analysis span regression · 6 months rolling